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

Stuttgart
07/08/2024  20:34:47 Chg.- Bid08:00:27 Ask08:00:27 Underlying Strike price Expiration date Option type
0.300EUR - 0.300
Bid Size: 10,000		 0.330
Ask Size: 10,000		 Rio Tinto PLC 60.00 - 20/12/2024 Put
 

Master data

WKN: MB3ES7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Rio Tinto PLC
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 20/12/2024
Issue date: 08/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.24
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.23
Implied volatility: 0.15
Historic volatility: 0.20
Parity: 0.23
Time value: 0.07
Break-even: 57.00
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 7.14%
Delta: -0.59
Theta: 0.00
Omega: -11.36
Rho: -0.14
 

Quote data

Open: 0.300
High: 0.300
Low: 0.280
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+47.06%
3 Months  
+40.85%
YTD  
+15.38%
1 Year
  -57.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.300 0.153
6M High / 6M Low: 0.460 0.138
High (YTD): 05/03/2024 0.460
Low (YTD): 21/05/2024 0.138
52W High: 16/08/2023 0.850
52W Low: 21/05/2024 0.138
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.224
Avg. volume 1M:   0.000
Avg. price 6M:   0.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   184.09%
Volatility 6M:   141.86%
Volatility 1Y:   127.97%
Volatility 3Y:   -