Morgan Stanley Call 85 RIO 20.09.2024
/ DE000ME2CNJ5
Morgan Stanley Call 85 RIO 20.09..../ DE000ME2CNJ5 /
| 2024-05-17 6:56:52 PM |
Chg.+0.021 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
+31.82% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2CNJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-1.05 |
| Time value: |
0.10 |
| Break-even: |
79.19 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
12.64% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
13.58 |
| Rho: |
0.04 |
Quote data
| Open: |
0.064 |
| High: |
0.087 |
| Low: |
0.064 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.59% |
| 1 Month |
|
|
+35.94% |
| 3 Months |
|
|
+16.00% |
| YTD |
|
|
-62.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.047 |
| 1M High / 1M Low: |
0.087 |
0.044 |
| 6M High / 6M Low: |
0.240 |
0.041 |
| High (YTD): |
2024-01-02 |
0.230 |
| Low (YTD): |
2024-03-26 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.42% |
| Volatility 6M: |
|
186.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
