Morgan Stanley Call 87.5 RIO 20.09.2024
/ DE000ME3YMB6
Morgan Stanley Call 87.5 RIO 20.0.../ DE000ME3YMB6 /
| 2024-06-10 8:08:12 PM |
Chg.+0.008 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+24.24% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
87.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3YMB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
134.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-1.81 |
| Time value: |
0.05 |
| Break-even: |
81.65 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.01 |
| Spread %: |
38.24% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
13.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.036 |
| High: |
0.041 |
| Low: |
0.036 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.81% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-18.00% |
| YTD |
|
|
-78.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.037 |
0.032 |
| 1M High / 1M Low: |
0.063 |
0.032 |
| 6M High / 6M Low: |
0.196 |
0.032 |
| High (YTD): |
2024-01-02 |
0.196 |
| Low (YTD): |
2024-06-05 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.044 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.39% |
| Volatility 6M: |
|
163.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
