Morgan Stanley Put 500 SLHN 21.03.../  DE000MG2P680  /

Stuttgart
7/12/2024  2:51:42 PM Chg.0.000 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.058EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 3/21/2025 Put
 

Master data

WKN: MG2P68
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Put
Strike price: 500.00 CHF
Maturity: 3/21/2025
Issue date: 4/19/2024
Last trading day: 3/21/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -109.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -1.79
Time value: 0.06
Break-even: 507.35
Moneyness: 0.74
Premium: 0.27
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 10.53%
Delta: -0.07
Theta: -0.04
Omega: -8.22
Rho: -0.40
 

Quote data

Open: 0.058
High: 0.058
Low: 0.058
Previous Close: 0.058
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month
  -42.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.063 0.058
1M High / 1M Low: 0.110 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -