Morgan Stanley Call 57.5 RIO 21.06.2024
/ DE000MB0GWX5
Morgan Stanley Call 57.5 RIO 21.0.../ DE000MB0GWX5 /
| 2024-05-22 6:37:52 PM |
Chg.-0.08 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-5.30% |
-
Bid Size: - |
-
Ask Size: - |
Rio Tinto PLC |
57.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB0GWX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.22 |
| Parity: |
1.02 |
| Time value: |
0.50 |
| Break-even: |
72.70 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.74 |
| Theta: |
-0.14 |
| Omega: |
3.29 |
| Rho: |
0.03 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.43 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.72% |
| 1 Month |
|
|
+52.13% |
| 3 Months |
|
|
+72.29% |
| YTD |
|
|
-12.27% |
| 1 Year |
|
|
+60.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.34 |
| 1M High / 1M Low: |
1.51 |
0.94 |
| 6M High / 6M Low: |
1.64 |
0.60 |
| High (YTD): |
2024-01-02 |
1.63 |
| Low (YTD): |
2024-03-14 |
0.60 |
| 52W High: |
2023-12-28 |
1.64 |
| 52W Low: |
2024-03-14 |
0.60 |
| Avg. price 1W: |
|
1.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.03 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.64% |
| Volatility 6M: |
|
130.06% |
| Volatility 1Y: |
|
122.87% |
| Volatility 3Y: |
|
- |
