Morgan Stanley Call 77.5 RIO 20.0.../  DE000ME1GDV4  /

Stuttgart
26/07/2024  20:08:22 Chg.+0.001 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.021EUR +5.00% -
Bid Size: -
-
Ask Size: -
Rio Tinto PLC 77.50 USD 20/09/2024 Call
 

Master data

WKN: ME1GDV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Call
Strike price: 77.50 USD
Maturity: 20/09/2024
Issue date: 03/10/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 148.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -1.21
Time value: 0.04
Break-even: 71.82
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.49
Spread abs.: 0.02
Spread %: 110.53%
Delta: 0.11
Theta: -0.01
Omega: 15.94
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.021
Low: 0.016
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -63.79%
3 Months
  -84.78%
YTD
  -95.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.019
1M High / 1M Low: 0.058 0.019
6M High / 6M Low: 0.240 0.019
High (YTD): 02/01/2024 0.430
Low (YTD): 24/07/2024 0.019
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.90%
Volatility 6M:   189.16%
Volatility 1Y:   -
Volatility 3Y:   -