OverviewChartNewsTraderScreen

Morgan Stanley Call 66 RIO 20.12..../  DE000MB3Y9C3  /

Stuttgart
2024-06-07  6:36:51 PM Chg.-0.090 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.550EUR -14.06% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 66.00 - 2024-12-20 Call
 

Master data

WKN: MB3Y9C
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 66.00 -
Maturity: 2024-12-20
Issue date: 2023-02-24
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.49
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.22
Parity: -0.30
Time value: 0.60
Break-even: 72.00
Moneyness: 0.95
Premium: 0.14
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 7.14%
Delta: 0.51
Theta: -0.02
Omega: 5.38
Rho: 0.14
 

Quote data

Open: 0.620
High: 0.620
Low: 0.550
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.12%
1 Month
  -25.68%
3 Months  
+25.00%
YTD
  -50.45%
1 Year
  -30.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.550
1M High / 1M Low: 0.960 0.550
6M High / 6M Low: 1.120 0.370
High (YTD): 2024-01-02 1.100
Low (YTD): 2024-03-05 0.370
52W High: 2023-12-28 1.120
52W Low: 2024-03-05 0.370
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   0.669
Avg. volume 6M:   0.000
Avg. price 1Y:   0.695
Avg. volume 1Y:   0.000
Volatility 1M:   137.33%
Volatility 6M:   132.12%
Volatility 1Y:   121.54%
Volatility 3Y:   -