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Morgan Stanley Call 57.5 RIO 21.0.../  DE000MB0GWX5  /

EUWAX
2024-06-07  6:26:34 PM Chg.-0.080 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.990EUR -7.48% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 57.50 - 2024-06-21 Call
 

Master data

WKN: MB0GWX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 57.50 -
Maturity: 2024-06-21
Issue date: 2022-11-11
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.23
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 1.55
Historic volatility: 0.22
Parity: 0.55
Time value: 0.46
Break-even: 67.60
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 6.38
Spread abs.: 0.03
Spread %: 3.06%
Delta: 0.68
Theta: -0.26
Omega: 4.22
Rho: 0.01
 

Quote data

Open: 1.050
High: 1.050
Low: 0.990
Previous Close: 1.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.61%
1 Month
  -11.61%
3 Months  
+47.76%
YTD
  -39.26%
1 Year
  -8.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.980
1M High / 1M Low: 1.510 0.980
6M High / 6M Low: 1.640 0.600
High (YTD): 2024-01-02 1.630
Low (YTD): 2024-03-14 0.600
52W High: 2023-12-28 1.640
52W Low: 2024-03-14 0.600
Avg. price 1W:   1.024
Avg. volume 1W:   0.000
Avg. price 1M:   1.229
Avg. volume 1M:   0.000
Avg. price 6M:   1.069
Avg. volume 6M:   0.000
Avg. price 1Y:   1.037
Avg. volume 1Y:   0.000
Volatility 1M:   104.25%
Volatility 6M:   129.00%
Volatility 1Y:   121.67%
Volatility 3Y:   -