Morgan Stanley Call 57.5 RIO 21.06.2024
/ DE000MB0GWX5
Morgan Stanley Call 57.5 RIO 21.0.../ DE000MB0GWX5 /
| 14/06/2024 17:59:46 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
57.50 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB0GWX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
21/06/2024 |
| Issue date: |
11/11/2022 |
| Last trading day: |
17/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
3.69 |
| Historic volatility: |
0.22 |
| Parity: |
0.42 |
| Time value: |
0.46 |
| Break-even: |
66.30 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
0.65 |
| Theta: |
-1.56 |
| Omega: |
4.58 |
| Rho: |
0.00 |
Quote data
| Open: |
0.800 |
| High: |
0.850 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.57% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
+28.79% |
| YTD |
|
|
-47.85% |
| 1 Year |
|
|
-27.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.850 |
| 1M High / 1M Low: |
1.510 |
0.850 |
| 6M High / 6M Low: |
1.640 |
0.600 |
| High (YTD): |
02/01/2024 |
1.630 |
| Low (YTD): |
14/03/2024 |
0.600 |
| 52W High: |
28/12/2023 |
1.640 |
| 52W Low: |
14/03/2024 |
0.600 |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.046 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.031 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
97.24% |
| Volatility 6M: |
|
128.00% |
| Volatility 1Y: |
|
121.62% |
| Volatility 3Y: |
|
- |
