Morgan Stanley Call 64 RIO 20.06.2025
/ DE000MB7WYW5
Morgan Stanley Call 64 RIO 20.06..../ DE000MB7WYW5 /
| 2024-05-31 8:54:42 PM |
Chg.+0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+1.03% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
64.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
MB7WYW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
0.06 |
| Time value: |
0.96 |
| Break-even: |
74.20 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.03% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
3.95 |
| Rho: |
0.32 |
Quote data
| Open: |
0.960 |
| High: |
0.980 |
| Low: |
0.960 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
+4.26% |
| 3 Months |
|
|
+46.27% |
| YTD |
|
|
-27.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.970 |
| 1M High / 1M Low: |
1.250 |
0.940 |
| 6M High / 6M Low: |
1.360 |
0.610 |
| High (YTD): |
2024-01-02 |
1.340 |
| Low (YTD): |
2024-02-28 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.938 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.40% |
| Volatility 6M: |
|
98.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
