Morgan Stanley Call 80 RIO 20.09.2024
/ DE000ME1GDW2
Morgan Stanley Call 80 RIO 20.09..../ DE000ME1GDW2 /
| 21/06/2024 14:31:58 |
Chg.-0.011 |
Bid18:51:28 |
Ask18:51:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-16.18% |
0.060
Bid Size: 50,000 |
0.072
Ask Size: 50,000 |
Rio Tinto PLC |
80.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1GDW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
-1.22 |
| Time value: |
0.08 |
| Break-even: |
75.49 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
13.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.057 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-62.75% |
| 3 Months |
|
|
-25.97% |
| YTD |
|
|
-84.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.068 |
0.052 |
| 1M High / 1M Low: |
0.153 |
0.052 |
| 6M High / 6M Low: |
0.380 |
0.052 |
| High (YTD): |
02/01/2024 |
0.350 |
| Low (YTD): |
17/06/2024 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.15% |
| Volatility 6M: |
|
178.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
