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Morgan Stanley Call 63 RIO 20.12..../  DE000MB403Q6  /

Stuttgart
2024-06-07  8:12:12 PM Chg.-0.070 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.730EUR -8.75% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 63.00 - 2024-12-20 Call
 

Master data

WKN: MB403Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 63.00 -
Maturity: 2024-12-20
Issue date: 2023-02-28
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 0.00
Time value: 0.77
Break-even: 70.70
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 5.48%
Delta: 0.58
Theta: -0.02
Omega: 4.77
Rho: 0.15
 

Quote data

Open: 0.830
High: 0.830
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.12%
1 Month
  -21.51%
3 Months  
+28.07%
YTD
  -43.85%
1 Year
  -19.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.730
1M High / 1M Low: 1.170 0.730
6M High / 6M Low: 1.300 0.490
High (YTD): 2024-01-02 1.290
Low (YTD): 2024-03-05 0.490
52W High: 2023-12-29 1.300
52W Low: 2024-03-05 0.490
Avg. price 1W:   0.770
Avg. volume 1W:   0.000
Avg. price 1M:   0.943
Avg. volume 1M:   0.000
Avg. price 6M:   0.829
Avg. volume 6M:   0.000
Avg. price 1Y:   0.840
Avg. volume 1Y:   0.000
Volatility 1M:   113.00%
Volatility 6M:   116.60%
Volatility 1Y:   110.04%
Volatility 3Y:   -