Morgan Stanley Call 850 SLHN 21.0.../  DE000MG4G1C0  /

Stuttgart
2024-06-21  12:38:21 PM Chg.-0.001 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.047EUR -2.08% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 850.00 CHF 2025-03-21 Call
 

Master data

WKN: MG4G1C
Issuer: Morgan Stanley
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 850.00 CHF
Maturity: 2025-03-21
Issue date: 2024-05-20
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 121.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -2.07
Time value: 0.06
Break-even: 894.53
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 12.00%
Delta: 0.10
Theta: -0.05
Omega: 12.69
Rho: 0.49
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+6.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.046
1M High / 1M Low: 0.053 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -