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Morgan Stanley Call 61 RIO 20.12..../  DE000MB4CR01  /

Stuttgart
2024-06-07  8:27:28 PM Chg.-0.070 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.870EUR -7.45% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 61.00 - 2024-12-20 Call
 

Master data

WKN: MB4CR0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 2024-12-20
Issue date: 2023-03-14
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.99
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.20
Implied volatility: 0.41
Historic volatility: 0.22
Parity: 0.20
Time value: 0.70
Break-even: 70.00
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 4.65%
Delta: 0.63
Theta: -0.02
Omega: 4.38
Rho: 0.16
 

Quote data

Open: 0.970
High: 0.970
Low: 0.870
Previous Close: 0.940
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.71%
1 Month
  -12.12%
3 Months  
+31.82%
YTD
  -39.16%
1 Year
  -13.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.860
1M High / 1M Low: 1.320 0.860
6M High / 6M Low: 1.440 0.570
High (YTD): 2024-01-02 1.400
Low (YTD): 2024-03-05 0.570
52W High: 2023-12-28 1.440
52W Low: 2024-03-05 0.570
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   1.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   0.000
Avg. price 1Y:   0.947
Avg. volume 1Y:   0.000
Volatility 1M:   109.79%
Volatility 6M:   106.34%
Volatility 1Y:   104.27%
Volatility 3Y:   -