Morgan Stanley Call 45 BFH 20.12.2024
/ DE000MG0BCW5
Morgan Stanley Call 45 BFH 20.12..../ DE000MG0BCW5 /
| 10/18/2024 5:58:42 PM |
Chg.-0.100 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-10.42% |
-
Bid Size: - |
-
Ask Size: - |
Bread Financial Hold... |
45.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.40 |
| Parity: |
0.57 |
| Time value: |
0.30 |
| Break-even: |
50.11 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
3.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.860 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
-5.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.810 |
| 1M High / 1M Low: |
1.000 |
0.520 |
| 6M High / 6M Low: |
1.460 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.723 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.58% |
| Volatility 6M: |
|
182.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
