Morgan Stanley Call 100 XPO 20.09.2024
/ DE000ME17ZF2
Morgan Stanley Call 100 XPO 20.09.../ DE000ME17ZF2 /
| 2024-06-12 9:09:29 PM |
Chg.-0.05 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-3.68% |
-
Bid Size: - |
-
Ask Size: - |
XPO Inc |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME17ZF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
XPO Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.39 |
| Parity: |
0.66 |
| Time value: |
0.78 |
| Break-even: |
107.51 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.04 |
| Spread %: |
2.86% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
4.60 |
| Rho: |
0.14 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.31 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.96% |
| 1 Month |
|
|
-29.19% |
| 3 Months |
|
|
-56.19% |
| YTD |
|
|
+43.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.35 |
| 1M High / 1M Low: |
1.86 |
1.12 |
| 6M High / 6M Low: |
3.24 |
0.56 |
| High (YTD): |
2024-04-08 |
3.24 |
| Low (YTD): |
2024-01-17 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.34% |
| Volatility 6M: |
|
180.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
