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Morgan Stanley Call 62 RIO 20.12..../  DE000MB49N68  /

Stuttgart
29/07/2024  20:35:59 Chg.-0.040 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.470EUR -7.84% -
Bid Size: -		 -
Ask Size: -		 Rio Tinto PLC 62.00 - 20/12/2024 Call
 

Master data

WKN: MB49N6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 20/12/2024
Issue date: 10/03/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -0.21
Time value: 0.54
Break-even: 67.40
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 8.00%
Delta: 0.52
Theta: -0.02
Omega: 5.75
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.480
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.63%
1 Month
  -25.40%
3 Months
  -47.78%
YTD
  -65.44%
1 Year
  -51.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 0.790 0.400
6M High / 6M Low: 1.250 0.400
High (YTD): 02/01/2024 1.360
Low (YTD): 24/07/2024 0.400
52W High: 28/12/2023 1.370
52W Low: 24/07/2024 0.400
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.595
Avg. volume 1M:   0.000
Avg. price 6M:   0.758
Avg. volume 6M:   0.000
Avg. price 1Y:   0.847
Avg. volume 1Y:   0.000
Volatility 1M:   163.22%
Volatility 6M:   127.34%
Volatility 1Y:   113.88%
Volatility 3Y:   -