Morgan Stanley Call 95 XPO 20.12.2024
/ DE000ME66CU7
Morgan Stanley Call 95 XPO 20.12..../ DE000ME66CU7 /
| 2024-06-05 5:24:48 PM |
Chg.+0.26 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
+14.36% |
-
Bid Size: - |
-
Ask Size: - |
XPO Inc |
95.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME66CU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
XPO Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.78 |
| Time value: |
1.08 |
| Break-even: |
105.90 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
3.91% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
3.48 |
| Rho: |
0.25 |
Quote data
| Open: |
1.75 |
| High: |
2.07 |
| Low: |
1.75 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.96% |
| 1 Month |
|
|
-15.51% |
| 3 Months |
|
|
-47.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
1.74 |
| 1M High / 1M Low: |
2.62 |
1.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
