Morgan Stanley Call 725 SLHN 20.0.../  DE000MG20H98  /

Stuttgart
2024-06-21  4:57:02 PM Chg.+0.004 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.046EUR +9.52% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 725.00 CHF 2024-09-20 Call
 

Master data

WKN: MG20H9
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 725.00 CHF
Maturity: 2024-09-20
Issue date: 2024-04-09
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 131.08
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -0.77
Time value: 0.05
Break-even: 763.40
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 13.04%
Delta: 0.16
Theta: -0.10
Omega: 21.07
Rho: 0.26
 

Quote data

Open: 0.041
High: 0.046
Low: 0.041
Previous Close: 0.042
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+48.39%
1 Month  
+27.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.036
1M High / 1M Low: 0.046 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -