Morgan Stanley Call 35 BFH 20.09.2024
/ DE000MG0BCP9
Morgan Stanley Call 35 BFH 20.09..../ DE000MG0BCP9 /
| 6/6/2024 9:28:39 PM |
Chg.- |
Bid8:00:25 AM |
Ask8:00:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
0.770
Bid Size: 5,000 |
0.820
Ask Size: 5,000 |
Bread Financial Hold... |
35.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
MG0BCP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/18/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.37 |
| Parity: |
0.58 |
| Time value: |
0.26 |
| Break-even: |
40.59 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.04 |
| Spread %: |
5.00% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.42 |
| Rho: |
0.06 |
Quote data
| Open: |
0.790 |
| High: |
0.820 |
| Low: |
0.780 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-6.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.740 |
| 1M High / 1M Low: |
0.890 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
