Morgan Stanley Call 43 BAC 19.12..../  DE000MG0Y0S0  /

Stuttgart
2024-05-31  8:50:22 PM Chg.+0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.390EUR +11.43% -
Bid Size: -
-
Ask Size: -
Bank of America Corp... 43.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y0S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 43.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-27
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.28
Time value: 0.42
Break-even: 43.84
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.54
Theta: -0.01
Omega: 4.75
Rho: 0.24
 

Quote data

Open: 0.340
High: 0.390
Low: 0.340
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month  
+21.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.410 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -