Morgan Stanley Call 48 BAC 21.03.2025
/ DE000MG0Y157
Morgan Stanley Call 48 BAC 21.03..../ DE000MG0Y157 /
| 6/11/2024 3:51:24 PM |
Chg.-0.022 |
Bid6:43:51 PM |
Ask6:43:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-23.16% |
0.074
Bid Size: 500,000 |
0.084
Ask Size: 500,000 |
Bank of America Corp... |
48.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0Y15 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.77 |
| Time value: |
0.10 |
| Break-even: |
45.62 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
10.87% |
| Delta: |
0.25 |
| Theta: |
-0.01 |
| Omega: |
8.97 |
| Rho: |
0.06 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.073 |
| Previous Close: |
0.095 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.65% |
| 1 Month |
|
|
-10.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.086 |
| 1M High / 1M Low: |
0.098 |
0.076 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
