Morgan Stanley Put 50 RIO 20.12.2024
/ DE000MB3ES90
Morgan Stanley Put 50 RIO 20.12.2.../ DE000MB3ES90 /
2024-05-31 8:54:26 PM |
Chg.-0.001 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.076EUR |
-1.30% |
- Bid Size: - |
- Ask Size: - |
Rio Tinto PLC |
50.00 - |
2024-12-20 |
Put |
Master data
WKN: |
MB3ES9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-08 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-73.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.22 |
Parity: |
-1.46 |
Time value: |
0.09 |
Break-even: |
49.12 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
12.82% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-7.69 |
Rho: |
-0.04 |
Quote data
Open: |
0.072 |
High: |
0.079 |
Low: |
0.072 |
Previous Close: |
0.077 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.63% |
1 Month |
|
|
-18.28% |
3 Months |
|
|
-54.22% |
YTD |
|
|
-34.48% |
1 Year |
|
|
-85.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.078 |
0.056 |
1M High / 1M Low: |
0.093 |
0.056 |
6M High / 6M Low: |
0.182 |
0.056 |
High (YTD): |
2024-02-28 |
0.182 |
Low (YTD): |
2024-05-27 |
0.056 |
52W High: |
2023-06-02 |
0.510 |
52W Low: |
2024-05-27 |
0.056 |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.072 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.232 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
120.53% |
Volatility 6M: |
|
109.32% |
Volatility 1Y: |
|
116.95% |
Volatility 3Y: |
|
- |