Morgan Stanley Call 675 SLHN 21.03.2025
/ DE000MG20K93
Morgan Stanley Call 675 SLHN 21.0.../ DE000MG20K93 /
| 2024-09-23 1:06:46 PM |
Chg.- |
Bid10:00:19 AM |
Ask10:00:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
0.660
Bid Size: 50,000 |
0.670
Ask Size: 50,000 |
SWISS LIFE HOLDING A... |
675.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
MG20K9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
675.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
0.29 |
| Time value: |
0.35 |
| Break-even: |
780.77 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.68 |
| Theta: |
-0.15 |
| Omega: |
7.91 |
| Rho: |
2.16 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+44.19% |
| 3 Months |
|
|
+77.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.580 |
| 1M High / 1M Low: |
0.620 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
