Morgan Stanley Call 75 RIO 20.09.2024
/ DE000ME1GDU6
Morgan Stanley Call 75 RIO 20.09..../ DE000ME1GDU6 /
2024-05-29 2:43:36 PM |
Chg.-0.054 |
Bid3:16:16 PM |
Ask3:16:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.176EUR |
-23.48% |
0.174 Bid Size: 3,750 |
0.202 Ask Size: 3,750 |
Rio Tinto PLC |
75.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME1GDU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-03 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
-0.38 |
Time value: |
0.22 |
Break-even: |
71.30 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
9.55% |
Delta: |
0.39 |
Theta: |
-0.02 |
Omega: |
11.69 |
Rho: |
0.07 |
Quote data
Open: |
0.194 |
High: |
0.194 |
Low: |
0.176 |
Previous Close: |
0.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.31% |
1 Month |
|
|
-6.88% |
3 Months |
|
|
+58.56% |
YTD |
|
|
-68.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.217 |
1M High / 1M Low: |
0.310 |
0.170 |
6M High / 6M Low: |
0.560 |
0.096 |
High (YTD): |
2024-01-02 |
0.530 |
Low (YTD): |
2024-03-26 |
0.096 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.237 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.242 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.64% |
Volatility 6M: |
|
186.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |