Morgan Stanley Call 725 SLHN 21.0.../  DE000MG20KB2  /

Stuttgart
2024-06-21  4:57:03 PM Chg.+0.008 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.177EUR +4.73% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 725.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KB
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 725.00 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: 37.04
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.20
Parity: -0.77
Time value: 0.18
Break-even: 776.60
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 3.37%
Delta: 0.31
Theta: -0.08
Omega: 11.64
Rho: 1.46
 

Quote data

Open: 0.168
High: 0.177
Low: 0.166
Previous Close: 0.169
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.08%
1 Month  
+41.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.177 0.147
1M High / 1M Low: 0.177 0.116
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.165
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -