Morgan Stanley Call 72.5 RIO 20.09.2024
/ DE000ME1GDT8
Morgan Stanley Call 72.5 RIO 20.0.../ DE000ME1GDT8 /
| 2024-06-07 8:48:50 PM |
Chg.-0.035 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-17.95% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
72.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1GDT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
-0.42 |
| Time value: |
0.18 |
| Break-even: |
68.89 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
11.32% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
12.68 |
| Rho: |
0.06 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.160 |
| Previous Close: |
0.195 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.43% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-3.61% |
| YTD |
|
|
-76.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.430 |
0.160 |
| 6M High / 6M Low: |
0.680 |
0.126 |
| High (YTD): |
2024-01-02 |
0.640 |
| Low (YTD): |
2024-03-26 |
0.126 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.181 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.33% |
| Volatility 6M: |
|
187.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
