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Morgan Stanley Call 80 RIO 20.12..../  DE000MB3F1A7  /

Stuttgart
2024-06-07  8:59:53 PM Chg.-0.022 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.138EUR -13.75% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 80.00 - 2024-12-20 Call
 

Master data

WKN: MB3F1A
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -1.70
Time value: 0.16
Break-even: 81.57
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.62
Spread abs.: 0.02
Spread %: 13.77%
Delta: 0.21
Theta: -0.01
Omega: 8.35
Rho: 0.06
 

Quote data

Open: 0.150
High: 0.150
Low: 0.138
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.77%
1 Month
  -34.29%
3 Months     0.00%
YTD
  -70.64%
1 Year
  -64.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.163 0.138
1M High / 1M Low: 0.300 0.138
6M High / 6M Low: 0.480 0.112
High (YTD): 2024-01-02 0.470
Low (YTD): 2024-03-26 0.112
52W High: 2023-12-28 0.480
52W Low: 2024-03-26 0.112
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   185.70%
Volatility 6M:   158.48%
Volatility 1Y:   146.25%
Volatility 3Y:   -