Morgan Stanley Call 57.5 RIO 19.0.../  DE000MJ2DB29  /

Stuttgart
11/8/2024  5:20:00 PM Chg.-0.092 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.218EUR -29.68% -
Bid Size: -
-
Ask Size: -
Rio Tinto PLC ORD 10... 57.50 GBP 9/19/2025 Call
 

Master data

WKN: MJ2DB2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC ORD 10P
Type: Warrant
Option type: Call
Strike price: 57.50 GBP
Maturity: 9/19/2025
Issue date: 10/4/2024
Last trading day: 9/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.36
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -0.91
Time value: 0.22
Break-even: 71.51
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 1.38%
Delta: 0.32
Theta: -0.01
Omega: 8.65
Rho: 0.14
 

Quote data

Open: 0.250
High: 0.250
Low: 0.218
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.26%
1 Month
  -24.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.218
1M High / 1M Low: 0.310 0.218
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -