Morgan Stanley Call 45 BFH 20.12.2024
/ DE000MG0BCW5
Morgan Stanley Call 45 BFH 20.12..../ DE000MG0BCW5 /
| 26/09/2024 17:29:20 |
Chg.- |
Bid14:15:43 |
Ask14:15:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
0.540
Bid Size: 6,250 |
0.580
Ask Size: 6,250 |
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: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.40 |
| Parity: |
0.14 |
| Time value: |
0.43 |
| Break-even: |
45.96 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.90% |
| 1 Month |
|
|
-58.46% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.540 |
| 1M High / 1M Low: |
1.460 |
0.540 |
| 6M High / 6M Low: |
1.460 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.90% |
| Volatility 6M: |
|
180.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
