Morgan Stanley Call 40 BFH 20.09.2024
/ DE000MG0BCS3
Morgan Stanley Call 40 BFH 20.09..../ DE000MG0BCS3 /
| 22/05/2024 11:43:11 |
Chg.+0.060 |
Bid14:11:20 |
Ask14:11:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+12.00% |
0.550
Bid Size: 5,000 |
0.590
Ask Size: 5,000 |
Bread Financial Hold... |
40.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
0.23 |
| Time value: |
0.37 |
| Break-even: |
42.85 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
4.27 |
| Rho: |
0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.75% |
| 1 Month |
|
|
+100.00% |
| 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 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
