Morgan Stanley Call 82.5 RIO 20.09.2024
/ DE000ME1GDX0
Morgan Stanley Call 82.5 RIO 20.0.../ DE000ME1GDX0 /
| 2024-06-11 8:52:08 AM |
Chg.-0.017 |
Bid11:00:44 AM |
Ask11:00:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-30.91% |
0.039
Bid Size: 5,000 |
0.061
Ask Size: 5,000 |
Rio Tinto PLC |
82.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1GDX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 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: |
97.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-1.32 |
| Time value: |
0.07 |
| Break-even: |
77.30 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
20.37% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
13.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.45% |
| 1 Month |
|
|
-44.93% |
| 3 Months |
|
|
-35.59% |
| YTD |
|
|
-86.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.047 |
| 1M High / 1M Low: |
0.118 |
0.047 |
| 6M High / 6M Low: |
0.300 |
0.047 |
| High (YTD): |
2024-01-02 |
0.280 |
| Low (YTD): |
2024-06-07 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.02% |
| Volatility 6M: |
|
179.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
