Morgan Stanley Call 57 RIO 20.12.2024
/ DE000MB5UZS8
Morgan Stanley Call 57 RIO 20.12..../ DE000MB5UZS8 /
| 2024-06-07 8:49:05 PM |
Chg.-0.08 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-6.45% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
57.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB5UZS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-04-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.60 |
| Time value: |
0.59 |
| Break-even: |
68.90 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.70 |
| Rho: |
0.17 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.16 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.12% |
| 1 Month |
|
|
-15.33% |
| 3 Months |
|
|
+31.82% |
| YTD |
|
|
-33.71% |
| 1 Year |
|
|
-3.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.15 |
| 1M High / 1M Low: |
1.65 |
1.15 |
| 6M High / 6M Low: |
1.75 |
0.80 |
| High (YTD): |
2024-01-02 |
1.71 |
| Low (YTD): |
2024-03-05 |
0.80 |
| 52W High: |
2023-12-29 |
1.75 |
| 52W Low: |
2024-03-05 |
0.80 |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
91.95% |
| Volatility 6M: |
|
95.01% |
| Volatility 1Y: |
|
95.14% |
| Volatility 3Y: |
|
- |
