Morgan Stanley Call 37.5 BFH 20.09.2024
/ DE000MG0BCR5
Morgan Stanley Call 37.5 BFH 20.0.../ DE000MG0BCR5 /
2024-06-06 9:28:39 PM |
Chg.- |
Bid9:58:36 AM |
Ask9:58:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
- |
0.600 Bid Size: 5,000 |
0.650 Ask Size: 5,000 |
Bread Financial Hold... |
37.50 USD |
2024-09-20 |
Call |
Master data
WKN: |
MG0BCR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bread Financial Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.50 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: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.58 |
Historic volatility: |
0.37 |
Parity: |
0.33 |
Time value: |
0.32 |
Break-even: |
40.93 |
Moneyness: |
1.10 |
Premium: |
0.08 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.04 |
Spread %: |
6.56% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
3.98 |
Rho: |
0.06 |
Quote data
Open: |
0.620 |
High: |
0.650 |
Low: |
0.610 |
Previous Close: |
0.640 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.39% |
1 Month |
|
|
-10.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.580 |
1M High / 1M Low: |
0.720 |
0.520 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.606 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.633 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |