Morgan Stanley Call 575 SLHN 20.12.2024
/ DE000MG2P7X4
Morgan Stanley Call 575 SLHN 20.1.../ DE000MG2P7X4 /
2024-06-21 4:52:16 PM |
Chg.+0.04 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.00EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
SWISS LIFE HOLDING A... |
575.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
MG2P7X |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
575.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.80 |
Time value: |
0.21 |
Break-even: |
702.33 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
1.00% |
Delta: |
0.84 |
Theta: |
-0.12 |
Omega: |
5.64 |
Rho: |
2.33 |
Quote data
Open: |
0.96 |
High: |
1.00 |
Low: |
0.96 |
Previous Close: |
0.96 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.21% |
1 Month |
|
|
+51.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.00 |
0.87 |
1M High / 1M Low: |
1.00 |
0.66 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |