Morgan Stanley Call 58 RIO 20.12.2024
/ DE000MB5UZV2
Morgan Stanley Call 58 RIO 20.12..../ DE000MB5UZV2 /
| 31/05/2024 20:47:38 |
Chg.0.00 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
58.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB5UZV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
26/04/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.22 |
| Parity: |
0.66 |
| Time value: |
0.63 |
| Break-even: |
70.90 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.54 |
| Rho: |
0.18 |
Quote data
| Open: |
1.22 |
| High: |
1.25 |
| Low: |
1.22 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.68% |
| 1 Month |
|
|
+5.98% |
| 3 Months |
|
|
+53.09% |
| YTD |
|
|
-25.30% |
| 1 Year |
|
|
+26.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.23 |
| 1M High / 1M Low: |
1.56 |
1.17 |
| 6M High / 6M Low: |
1.66 |
0.74 |
| High (YTD): |
02/01/2024 |
1.62 |
| Low (YTD): |
05/03/2024 |
0.74 |
| 52W High: |
29/12/2023 |
1.66 |
| 52W Low: |
05/03/2024 |
0.74 |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.07% |
| Volatility 6M: |
|
99.22% |
| Volatility 1Y: |
|
96.87% |
| Volatility 3Y: |
|
- |
