Morgan Stanley Call 750 SLHN 20.1.../  DE000MG20KD8  /

Stuttgart
2024-06-14  1:07:48 PM Chg.-0.002 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.060EUR -3.23% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 750.00 CHF 2024-12-20 Call
 

Master data

WKN: MG20KD
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 750.00 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: 91.47
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -1.28
Time value: 0.07
Break-even: 794.26
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.15
Theta: -0.07
Omega: 14.03
Rho: 0.48
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -17.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.059
1M High / 1M Low: 0.073 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.062
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -