Morgan Stanley Call 120 XPO 21.03.../  DE000MG0ZUY2  /

Stuttgart
2024-06-05  6:05:35 PM Chg.+0.09 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.24EUR +7.83% -
Bid Size: -
-
Ask Size: -
XPO Inc 120.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZUY
Issuer: Morgan Stanley
Currency: EUR
Underlying: XPO Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -1.52
Time value: 1.14
Break-even: 121.68
Moneyness: 0.86
Premium: 0.28
Premium p.a.: 0.37
Spread abs.: 0.06
Spread %: 5.56%
Delta: 0.47
Theta: -0.03
Omega: 3.92
Rho: 0.26
 

Quote data

Open: 1.06
High: 1.24
Low: 1.06
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.62%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.03
1M High / 1M Low: 1.68 1.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -