Morgan Stanley Call 60 BFH 20.09.2024
/ DE000MG0BD35
Morgan Stanley Call 60 BFH 20.09..../ DE000MG0BD35 /
| 03/06/2024 11:29:41 |
Chg.-0.001 |
Bid17:07:22 |
Ask17:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-1.30% |
0.073
Bid Size: 25,000 |
0.108
Ask Size: 25,000 |
Bread Financial Hold... |
60.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
MG0BD3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
32.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
-1.68 |
| Time value: |
0.12 |
| Break-even: |
56.46 |
| Moneyness: |
0.70 |
| Premium: |
0.47 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.04 |
| Spread %: |
48.10% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
6.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
-45.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.071 |
| 1M High / 1M Low: |
0.139 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
