Morgan Stanley Call 57.5 RIO 21.06.2024
/ DE000MB0GWX5
Morgan Stanley Call 57.5 RIO 21.0.../ DE000MB0GWX5 /
| 2024-05-31 6:54:42 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
57.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB0GWX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
1.39 |
| Historic volatility: |
0.22 |
| Parity: |
0.71 |
| Time value: |
0.49 |
| Break-even: |
69.50 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.70 |
| Theta: |
-0.19 |
| Omega: |
3.78 |
| Rho: |
0.02 |
Quote data
| Open: |
1.15 |
| High: |
1.18 |
| Low: |
1.12 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+5.66% |
| 3 Months |
|
|
+51.35% |
| YTD |
|
|
-31.29% |
| 1 Year |
|
|
+10.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.12 |
| 1M High / 1M Low: |
1.51 |
1.06 |
| 6M High / 6M Low: |
1.64 |
0.60 |
| High (YTD): |
2024-01-02 |
1.63 |
| Low (YTD): |
2024-03-14 |
0.60 |
| 52W High: |
2023-12-28 |
1.64 |
| 52W Low: |
2024-03-14 |
0.60 |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
103.24% |
| Volatility 6M: |
|
128.63% |
| Volatility 1Y: |
|
121.09% |
| Volatility 3Y: |
|
- |
