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Morgan Stanley Call 60 RIO 20.12..../  DE000MB4KFJ3  /

Stuttgart
2024-06-07  6:22:32 PM Chg.-0.090 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.930EUR -8.82% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 60.00 - 2024-12-20 Call
 

Master data

WKN: MB4KFJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-03-17
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.49
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.30
Implied volatility: 0.42
Historic volatility: 0.22
Parity: 0.30
Time value: 0.67
Break-even: 69.70
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.65
Theta: -0.02
Omega: 4.19
Rho: 0.17
 

Quote data

Open: 1.000
High: 1.000
Low: 0.930
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.26%
1 Month
  -13.08%
3 Months  
+30.99%
YTD
  -38.00%
1 Year
  -13.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.930
1M High / 1M Low: 1.400 0.930
6M High / 6M Low: 1.510 0.630
High (YTD): 2024-01-02 1.490
Low (YTD): 2024-02-28 0.630
52W High: 2023-12-28 1.510
52W Low: 2024-02-28 0.630
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   1.014
Avg. volume 6M:   8
Avg. price 1Y:   1.006
Avg. volume 1Y:   3.906
Volatility 1M:   102.60%
Volatility 6M:   105.39%
Volatility 1Y:   102.52%
Volatility 3Y:   -