Morgan Stanley Call 47.5 BFH 20.09.2024
/ DE000MG0BCY1
Morgan Stanley Call 47.5 BFH 20.0.../ DE000MG0BCY1 /
| 7/17/2024 8:48:05 PM |
Chg.+0.050 |
Bid9:19:16 PM |
Ask9:19:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+8.93% |
0.610
Bid Size: 10,000 |
0.650
Ask Size: 10,000 |
Bread Financial Hold... |
47.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
MG0BCY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Bread Financial Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/18/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.37 |
| Parity: |
0.38 |
| Time value: |
0.27 |
| Break-even: |
50.07 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
5.04 |
| Rho: |
0.05 |
Quote data
| Open: |
0.560 |
| High: |
0.610 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.85% |
| 1 Month |
|
|
+205.00% |
| 3 Months |
|
|
+380.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.330 |
| 1M High / 1M Low: |
0.560 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.317 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
