Morgan Stanley Call 60 RIO 20.12.2024
/ DE000MB4KFJ3
Morgan Stanley Call 60 RIO 20.12..../ DE000MB4KFJ3 /
2024-05-31 6:35:34 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
-1.85% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC |
60.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB4KFJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-03-17 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.76 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
0.46 |
Time value: |
0.68 |
Break-even: |
71.40 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
2.70% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
3.82 |
Rho: |
0.18 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.06 |
Previous Close: |
1.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.54% |
1 Month |
|
|
+2.91% |
3 Months |
|
|
+53.62% |
YTD |
|
|
-29.33% |
1 Year |
|
|
+6.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.30 |
1.06 |
1M High / 1M Low: |
1.40 |
1.03 |
6M High / 6M Low: |
1.51 |
0.63 |
High (YTD): |
2024-01-02 |
1.49 |
Low (YTD): |
2024-02-28 |
0.63 |
52W High: |
2023-12-28 |
1.51 |
52W Low: |
2024-02-28 |
0.63 |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.02 |
Avg. volume 6M: |
|
8.06 |
Avg. price 1Y: |
|
1.01 |
Avg. volume 1Y: |
|
3.92 |
Volatility 1M: |
|
96.10% |
Volatility 6M: |
|
104.18% |
Volatility 1Y: |
|
101.55% |
Volatility 3Y: |
|
- |