Morgan Stanley Call 40 BFH 20.09.2024
/ DE000MG0BCS3
Morgan Stanley Call 40 BFH 20.09..../ DE000MG0BCS3 /
| 8/19/2024 6:18:10 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bread Financial Hold... |
40.00 - |
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 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/18/2024 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
2.71 |
| Historic volatility: |
0.38 |
| Parity: |
1.01 |
| Time value: |
0.49 |
| Break-even: |
55.00 |
| Moneyness: |
1.25 |
| Premium: |
0.10 |
| Premium p.a.: |
12.86 |
| Spread abs.: |
0.05 |
| Spread %: |
3.45% |
| Delta: |
0.76 |
| Theta: |
-0.31 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.44 |
| Previous Close: |
1.40 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+75.61% |
| 3 Months |
|
|
+227.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.44 |
0.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
