Morgan Stanley Call 60 RIO 20.09.2024
/ DE000ME9AQ03
Morgan Stanley Call 60 RIO 20.09..../ DE000ME9AQ03 /
| 6/14/2024 8:09:18 PM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto Plc |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9AQ0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto Plc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/27/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.15 |
| Break-even: |
63.65 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
6.61 |
| Rho: |
0.11 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.29% |
| 1 Month |
|
|
-38.98% |
| 3 Months |
|
|
+28.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.720 |
| 1M High / 1M Low: |
1.350 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
