Morgan Stanley Call 59 RIO 20.12.2024
/ DE000MB4JQ88
Morgan Stanley Call 59 RIO 20.12..../ DE000MB4JQ88 /
| 2024-05-31 6:34:00 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-1.74% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
59.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB4JQ8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
0.56 |
| Time value: |
0.65 |
| Break-even: |
71.10 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.54% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.18 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.13 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.67% |
| 1 Month |
|
|
+2.73% |
| 3 Months |
|
|
+50.67% |
| YTD |
|
|
-28.03% |
| 1 Year |
|
|
+7.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.13 |
| 1M High / 1M Low: |
1.48 |
1.10 |
| 6M High / 6M Low: |
1.58 |
0.69 |
| High (YTD): |
2024-01-02 |
1.56 |
| Low (YTD): |
2024-03-05 |
0.69 |
| 52W High: |
2023-12-28 |
1.58 |
| 52W Low: |
2024-03-05 |
0.69 |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.21% |
| Volatility 6M: |
|
99.93% |
| Volatility 1Y: |
|
98.75% |
| Volatility 3Y: |
|
- |
