Morgan Stanley Call 800 SLHN 21.0.../  DE000MG20KH9  /

Stuttgart
2024-06-21  3:53:56 PM Chg.+0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.072EUR +1.41% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 2025-03-21 Call
 

Master data

WKN: MG20KH
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 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: 85.20
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.20
Parity: -1.55
Time value: 0.08
Break-even: 844.64
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 8.11%
Delta: 0.15
Theta: -0.06
Omega: 12.89
Rho: 0.71
 

Quote data

Open: 0.071
High: 0.072
Low: 0.070
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.03%
1 Month  
+18.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.073 0.067
1M High / 1M Low: 0.074 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -