Morgan Stanley Call 47.5 BFH 20.12.2024
/ DE000MG0BCZ8
Morgan Stanley Call 47.5 BFH 20.1.../ DE000MG0BCZ8 /
| 2024-06-06 9:28:40 PM |
Chg.- |
Bid10:35:42 AM |
Ask10:35:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
0.350
Bid Size: 5,000 |
0.410
Ask Size: 5,000 |
Bread Financial Hold... |
47.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG0BCZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.37 |
| Parity: |
-0.59 |
| Time value: |
0.41 |
| Break-even: |
47.71 |
| Moneyness: |
0.87 |
| Premium: |
0.26 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
13.89% |
| Delta: |
0.45 |
| Theta: |
-0.02 |
| Omega: |
4.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.450 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
