Morgan Stanley Call 77.5 RIO 20.09.2024
/ DE000ME1GDV4
Morgan Stanley Call 77.5 RIO 20.0.../ DE000ME1GDV4 /
| 7/5/2024 6:51:16 PM |
Chg.+0.002 |
Bid8:52:36 PM |
Ask8:52:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+4.17% |
0.050
Bid Size: 50,000 |
0.062
Ask Size: 50,000 |
Rio Tinto PLC |
77.50 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.89 |
| Time value: |
0.09 |
| Break-even: |
72.60 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.04 |
| Spread %: |
89.58% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
13.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.049 |
| Previous Close: |
0.048 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
-35.06% |
| YTD |
|
|
-88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.042 |
| 1M High / 1M Low: |
0.095 |
0.042 |
| 6M High / 6M Low: |
0.380 |
0.042 |
| High (YTD): |
1/2/2024 |
0.430 |
| Low (YTD): |
7/2/2024 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.133 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.19% |
| Volatility 6M: |
|
190.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
