Morgan Stanley Call 700 SLHN 20.1.../  DE000MG20H72  /

Stuttgart
2024-06-21  4:57:03 PM Chg.+0.011 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.176EUR +6.67% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 700.00 CHF 2024-12-20 Call
 

Master data

WKN: MG20H7
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 2024-12-20
Issue date: 2024-04-09
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 37.25
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.50
Time value: 0.18
Break-even: 750.36
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.39%
Delta: 0.35
Theta: -0.11
Omega: 13.08
Rho: 1.10
 

Quote data

Open: 0.165
High: 0.176
Low: 0.163
Previous Close: 0.165
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.26%
1 Month  
+57.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.176 0.142
1M High / 1M Low: 0.176 0.104
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -