Morgan Stanley Call 40 BFH 20.09.2024
/ DE000MG0BCS3
Morgan Stanley Call 40 BFH 20.09..../ DE000MG0BCS3 /
| 5/17/2024 6:08:22 PM |
Chg.+0.030 |
Bid8:38:38 PM |
Ask8:38:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+6.52% |
0.500
Bid Size: 80,000 |
0.530
Ask Size: 80,000 |
Bread Financial Hold... |
40.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
MG0BCS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.05 |
| Time value: |
0.46 |
| Break-even: |
41.91 |
| Moneyness: |
1.01 |
| Premium: |
0.12 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.36 |
| Rho: |
0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.08% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.580 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
