Morgan Stanley Call 37.5 BFH 20.12.2024
/ DE000MG0BCQ7
Morgan Stanley Call 37.5 BFH 20.1.../ DE000MG0BCQ7 /
| 2024-05-15 5:51:05 PM |
Chg.+0.030 |
Bid9:25:49 PM |
Ask9:25:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+3.61% |
0.880
Bid Size: 25,000 |
0.920
Ask Size: 25,000 |
Bread Financial Hold... |
37.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG0BCQ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.39 |
| Parity: |
0.37 |
| Time value: |
0.51 |
| Break-even: |
43.48 |
| Moneyness: |
1.11 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
4.76% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.11 |
Quote data
| Open: |
0.840 |
| High: |
0.860 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
+75.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.770 |
| 1M High / 1M Low: |
0.890 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
