Morgan Stanley Call 85 RIO 20.09.2024
/ DE000ME2CNJ5
Morgan Stanley Call 85 RIO 20.09..../ DE000ME2CNJ5 /
| 6/10/2024 6:26:39 PM |
Chg.- |
Bid11:00:44 AM |
Ask11:00:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
- |
0.034
Bid Size: 5,000 |
0.056
Ask Size: 5,000 |
Rio Tinto PLC |
85.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2CNJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
109.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
-1.56 |
| Time value: |
0.06 |
| Break-even: |
79.55 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
26.09% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
13.11 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.047 |
| Low: |
0.040 |
| Previous Close: |
0.039 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
-7.84% |
| 3 Months |
|
|
-7.84% |
| YTD |
|
|
-79.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.037 |
| 1M High / 1M Low: |
0.087 |
0.037 |
| 6M High / 6M Low: |
0.240 |
0.037 |
| High (YTD): |
1/2/2024 |
0.230 |
| Low (YTD): |
6/5/2024 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.37% |
| Volatility 6M: |
|
185.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
