Morgan Stanley Call 750 SLHN 21.0.../  DE000MG20KC0  /

Stuttgart
2024-09-24  1:06:39 PM Chg.+0.024 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.230EUR +11.65% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 750.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KC
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 750.00 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: 34.83
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.51
Time value: 0.21
Break-even: 817.81
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 2.88%
Delta: 0.37
Theta: -0.12
Omega: 12.73
Rho: 1.22
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.206
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.86%
1 Month  
+70.37%
3 Months  
+96.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.191
1M High / 1M Low: 0.210 0.131
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -