Morgan Stanley Call 54 BAC 20.12.2024
/ DE000MG0A0J7
Morgan Stanley Call 54 BAC 20.12..../ DE000MG0A0J7 /
2024-11-19 11:02:21 AM |
Chg.-0.001 |
Bid1:17:12 PM |
Ask1:17:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-50.00% |
0.001 Bid Size: 25,000 |
0.040 Ask Size: 25,000 |
Bank of America Corp... |
54.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
MG0A0J |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Bank of America Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
110.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-0.69 |
Time value: |
0.04 |
Break-even: |
51.37 |
Moneyness: |
0.87 |
Premium: |
0.16 |
Premium p.a.: |
5.03 |
Spread abs.: |
0.04 |
Spread %: |
1,900.00% |
Delta: |
0.15 |
Theta: |
-0.02 |
Omega: |
16.12 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.002 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-66.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.003 |
0.002 |
1M High / 1M Low: |
0.004 |
0.001 |
6M High / 6M Low: |
0.032 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.002 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.006 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,081.03% |
Volatility 6M: |
|
606.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |