OverviewChartNewsTraderScreen

Morgan Stanley Call 68 RIO 20.12..../  DE000MB3FEM2  /

Stuttgart
07/06/2024  21:00:47 Chg.-0.070 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.460EUR -13.21% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 68.00 - 20/12/2024 Call
 

Master data

WKN: MB3FEM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 68.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.59
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.22
Parity: -0.50
Time value: 0.50
Break-even: 73.00
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 8.70%
Delta: 0.46
Theta: -0.02
Omega: 5.84
Rho: 0.13
 

Quote data

Open: 0.510
High: 0.510
Low: 0.460
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -26.98%
3 Months  
+24.32%
YTD
  -54.00%
1 Year
  -34.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.830 0.460
6M High / 6M Low: 1.010 0.310
High (YTD): 02/01/2024 0.990
Low (YTD): 26/03/2024 0.310
52W High: 28/12/2023 1.010
52W Low: 26/03/2024 0.310
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.640
Avg. volume 1M:   0.000
Avg. price 6M:   0.576
Avg. volume 6M:   0.000
Avg. price 1Y:   0.611
Avg. volume 1Y:   37.647
Volatility 1M:   143.32%
Volatility 6M:   144.05%
Volatility 1Y:   130.03%
Volatility 3Y:   -