Morgan Stanley Call 45 BFH 20.12.2024
/ DE000MG0BCW5
Morgan Stanley Call 45 BFH 20.12..../ DE000MG0BCW5 /
| 16/08/2024 18:05:56 |
Chg.+0.05 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+4.46% |
-
Bid Size: - |
-
Ask Size: - |
Bread Financial Hold... |
45.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG0BCW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
0.77 |
| Time value: |
0.37 |
| Break-even: |
52.41 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
4.59% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
3.22 |
| Rho: |
0.09 |
Quote data
| Open: |
1.11 |
| High: |
1.17 |
| Low: |
1.11 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.81% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
+165.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.85 |
| 1M High / 1M Low: |
1.21 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
