Morgan Stanley Call 37.5 BFH 21.06.2024
/ DE000MB8S1V3
Morgan Stanley Call 37.5 BFH 21.0.../ DE000MB8S1V3 /
| 31/05/2024 18:16:48 |
Chg.-0.030 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
-
Bid Size: - |
-
Ask Size: - |
Bread Financial Hold... |
37.50 USD |
21/06/2024 |
Call |
Master data
| WKN: |
MB8S1V |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
14/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.38 |
| Parity: |
0.39 |
| Time value: |
0.10 |
| Break-even: |
39.47 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
6.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
+73.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.310 |
| 1M High / 1M Low: |
0.510 |
0.310 |
| 6M High / 6M Low: |
0.510 |
0.085 |
| High (YTD): |
22/05/2024 |
0.510 |
| Low (YTD): |
18/01/2024 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.448 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.94% |
| Volatility 6M: |
|
285.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
