Morgan Stanley Call 700 SLHN 21.0.../  DE000MG20KA4  /

Stuttgart
2024-06-14  1:07:47 PM Chg.-0.015 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.187EUR -7.43% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 700.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KA
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 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: 32.28
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.20
Parity: -0.76
Time value: 0.20
Break-even: 754.99
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.33
Theta: -0.09
Omega: 10.60
Rho: 1.50
 

Quote data

Open: 0.187
High: 0.187
Low: 0.187
Previous Close: 0.202
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.95%
1 Month
  -11.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.212 0.187
1M High / 1M Low: 0.222 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -