Morgan Stanley Call 77.5 RIO 20.09.2024
/ DE000ME1GDV4
Morgan Stanley Call 77.5 RIO 20.0.../ DE000ME1GDV4 /
| 2024-05-29 2:43:36 PM |
Chg.-0.042 |
Bid3:18:11 PM |
Ask3:18:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-25.45% |
0.120
Bid Size: 3,750 |
0.144
Ask Size: 3,750 |
Rio Tinto PLC |
77.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1GDV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 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: |
42.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.61 |
| Time value: |
0.16 |
| Break-even: |
72.97 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
10.71% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
12.70 |
| Rho: |
0.06 |
Quote data
| Open: |
0.135 |
| High: |
0.135 |
| Low: |
0.123 |
| Previous Close: |
0.165 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.60% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
+35.16% |
| YTD |
|
|
-72.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.151 |
| 1M High / 1M Low: |
0.227 |
0.118 |
| 6M High / 6M Low: |
0.470 |
0.075 |
| High (YTD): |
2024-01-02 |
0.430 |
| Low (YTD): |
2024-03-26 |
0.075 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.19% |
| Volatility 6M: |
|
189.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
