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Morgan Stanley Put 60 RIO 20.12.2.../  DE000MB3ES74  /

Stuttgart
2024-06-26  6:36:03 PM Chg.-0.004 Bid7:58:20 PM Ask7:58:20 PM Underlying Strike price Expiration date Option type
0.226EUR -1.74% 0.220
Bid Size: 50,000		 0.250
Ask Size: 50,000		 Rio Tinto PLC 60.00 - 2024-12-20 Put
 

Master data

WKN: MB3ES7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 2024-12-20
Issue date: 2023-02-08
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.85
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.21
Time value: 0.25
Break-even: 57.50
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 13.64%
Delta: -0.34
Theta: -0.01
Omega: -8.52
Rho: -0.12
 

Quote data

Open: 0.216
High: 0.226
Low: 0.216
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.83%
1 Month  
+44.87%
3 Months
  -43.50%
YTD
  -13.08%
1 Year
  -69.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.230
1M High / 1M Low: 0.260 0.144
6M High / 6M Low: 0.460 0.138
High (YTD): 2024-03-05 0.460
Low (YTD): 2024-05-21 0.138
52W High: 2023-08-16 0.850
52W Low: 2024-05-21 0.138
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   0.000
Avg. price 1Y:   0.450
Avg. volume 1Y:   0.000
Volatility 1M:   123.91%
Volatility 6M:   119.48%
Volatility 1Y:   114.62%
Volatility 3Y:   -