OverviewChartNewsTraderScreen

Morgan Stanley Call 69 RIO 20.12..../  DE000MB3FEP5  /

Stuttgart
2024-06-07  9:00:48 PM Chg.-0.060 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.420EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 69.00 - 2024-12-20 Call
 

Master data

WKN: MB3FEP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 69.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.69
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.22
Parity: -0.60
Time value: 0.46
Break-even: 73.60
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 9.52%
Delta: 0.44
Theta: -0.02
Omega: 6.02
Rho: 0.12
 

Quote data

Open: 0.460
High: 0.460
Low: 0.420
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -19.23%
3 Months  
+23.53%
YTD
  -55.32%
1 Year
  -39.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.420
1M High / 1M Low: 0.770 0.420
6M High / 6M Low: 0.960 0.280
High (YTD): 2024-01-02 0.930
Low (YTD): 2024-02-28 0.280
52W High: 2023-12-28 0.960
52W Low: 2024-02-28 0.280
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   0.572
Avg. volume 1Y:   0.000
Volatility 1M:   152.49%
Volatility 6M:   144.35%
Volatility 1Y:   131.55%
Volatility 3Y:   -