Morgan Stanley Call 45 BFH 20.09.2024
/ DE000MG0BCX3
Morgan Stanley Call 45 BFH 20.09..../ DE000MG0BCX3 /
| 2024-05-17 11:52:47 AM |
Chg.0.000 |
Bid2:56:56 PM |
Ask2:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
0.00% |
0.280
Bid Size: 5,000 |
0.320
Ask Size: 5,000 |
Bread Financial Hold... |
45.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG0BCX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
-0.41 |
| Time value: |
0.32 |
| Break-even: |
44.61 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
5.17 |
| Rho: |
0.05 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
+90.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.280 |
| 1M High / 1M Low: |
0.380 |
0.147 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
