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Morgan Stanley Call 62 RIO 20.12..../  DE000MB49N68  /

Stuttgart
2024-06-14  6:28:51 PM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 62.00 - 2024-12-20 Call
 

Master data

WKN: MB49N6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.40
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.01
Implied volatility: 0.38
Historic volatility: 0.22
Parity: 0.01
Time value: 0.73
Break-even: 69.40
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 5.71%
Delta: 0.58
Theta: -0.02
Omega: 4.91
Rho: 0.15
 

Quote data

Open: 0.660
High: 0.700
Low: 0.660
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -28.57%
3 Months  
+27.27%
YTD
  -48.53%
1 Year
  -38.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.700
1M High / 1M Low: 1.250 0.700
6M High / 6M Low: 1.370 0.540
High (YTD): 2024-01-02 1.360
Low (YTD): 2024-02-28 0.540
52W High: 2023-12-28 1.370
52W Low: 2024-02-28 0.540
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.962
Avg. volume 1M:   0.000
Avg. price 6M:   0.875
Avg. volume 6M:   0.000
Avg. price 1Y:   0.888
Avg. volume 1Y:   0.000
Volatility 1M:   119.20%
Volatility 6M:   115.36%
Volatility 1Y:   109.32%
Volatility 3Y:   -