Morgan Stanley Call 64 RIO 21.06.2024
/ DE000MB3YPV0
Morgan Stanley Call 64 RIO 21.06..../ DE000MB3YPV0 /
| 2024-05-31 9:00:55 PM |
Chg.- |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
64.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB3YPV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-27 |
| Last trading day: |
2024-06-03 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.51 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.62 |
| Break-even: |
70.20 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
33.64 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.53 |
| Theta: |
-0.30 |
| Omega: |
5.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.06% |
| 3 Months |
|
|
+128.00% |
| YTD |
|
|
-48.65% |
| 1 Year |
|
|
-20.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.910 |
0.570 |
| 6M High / 6M Low: |
1.130 |
0.230 |
| High (YTD): |
2024-01-02 |
1.100 |
| Low (YTD): |
2024-03-05 |
0.230 |
| 52W High: |
2023-12-28 |
1.130 |
| 52W Low: |
2024-03-05 |
0.230 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.725 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.608 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
185.34% |
| Volatility 6M: |
|
204.15% |
| Volatility 1Y: |
|
172.01% |
| Volatility 3Y: |
|
- |
