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Morgan Stanley Call 87.5 RIO 21.0.../  DE000MB18077  /

EUWAX
2024-05-22  10:43:17 AM Chg.+0.001 Bid3:34:15 PM Ask3:34:15 PM Underlying Strike price Expiration date Option type
0.011EUR +10.00% 0.012
Bid Size: 50,000		 0.040
Ask Size: 50,000		 Rio Tinto PLC 87.50 - 2024-06-21 Call
 

Master data

WKN: MB1807
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 2024-06-21
Issue date: 2022-12-05
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 169.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.22
Parity: -1.98
Time value: 0.04
Break-even: 87.90
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 22.98
Spread abs.: 0.03
Spread %: 207.69%
Delta: 0.08
Theta: -0.03
Omega: 13.75
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.11%
3 Months
  -59.26%
YTD
  -89.32%
1 Year
  -93.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.010
1M High / 1M Low: 0.019 0.008
6M High / 6M Low: 0.111 0.008
High (YTD): 2024-01-02 0.111
Low (YTD): 2024-05-08 0.008
52W High: 2023-06-15 0.197
52W Low: 2024-05-08 0.008
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   205.91%
Volatility 6M:   178.53%
Volatility 1Y:   166.04%
Volatility 3Y:   -