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

Stuttgart
2024-07-05  12:03:57 PM Chg.-0.002 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.063EUR -3.08% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 2025-03-21 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: 2025-03-21
Issue date: 2024-04-19
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -94.96
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -1.59
Time value: 0.07
Break-even: 507.85
Moneyness: 0.76
Premium: 0.25
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 9.23%
Delta: -0.09
Theta: -0.04
Omega: -8.26
Rho: -0.46
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.065
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.97%
1 Month
  -36.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.061
1M High / 1M Low: 0.110 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -