Morgan Stanley Put 60 RIO 20.09.2024
/ DE000ME1FWF9
Morgan Stanley Put 60 RIO 20.09.2.../ DE000ME1FWF9 /
| 2024-06-07 8:48:50 PM |
Chg.+0.008 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
60.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME1FWF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
60.00 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: |
-45.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
-0.74 |
| Time value: |
0.14 |
| Break-even: |
54.17 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
14.05% |
| Delta: |
-0.20 |
| Theta: |
-0.01 |
| Omega: |
-9.11 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.103 |
| High: |
0.120 |
| Low: |
0.103 |
| Previous Close: |
0.112 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-63.64% |
| YTD |
|
|
-40.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.111 |
| 1M High / 1M Low: |
0.126 |
0.071 |
| 6M High / 6M Low: |
0.390 |
0.071 |
| High (YTD): |
2024-03-05 |
0.390 |
| Low (YTD): |
2024-05-27 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.14% |
| Volatility 6M: |
|
147.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
