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Morgan Stanley Call 62 RIO 20.12..../  DE000MB49N68  /

Stuttgart
2024-05-31  8:53:09 PM Chg.-0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.930EUR -2.11% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 62.00 - 2024-12-20 Call
 

Master data

WKN: MB49N6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.26
Implied volatility: 0.43
Historic volatility: 0.22
Parity: 0.26
Time value: 0.74
Break-even: 72.00
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.04
Spread %: 4.17%
Delta: 0.64
Theta: -0.02
Omega: 4.13
Rho: 0.17
 

Quote data

Open: 0.960
High: 0.960
Low: 0.930
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.22%
1 Month  
+3.33%
3 Months  
+55.00%
YTD
  -31.62%
1 Year  
+1.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 0.930
1M High / 1M Low: 1.250 0.900
6M High / 6M Low: 1.370 0.540
High (YTD): 2024-01-02 1.360
Low (YTD): 2024-02-28 0.540
52W High: 2023-12-28 1.370
52W Low: 2024-02-28 0.540
Avg. price 1W:   1.016
Avg. volume 1W:   0.000
Avg. price 1M:   1.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.896
Avg. volume 6M:   0.000
Avg. price 1Y:   0.894
Avg. volume 1Y:   0.000
Volatility 1M:   112.81%
Volatility 6M:   115.99%
Volatility 1Y:   108.67%
Volatility 3Y:   -