Morgan Stanley Call 187.5 ODFL 20.09.2024
/ DE000ME76NC1
Morgan Stanley Call 187.5 ODFL 20.../ DE000ME76NC1 /
| 09/07/2024 12:43:34 |
Chg.+0.022 |
Bid14:19:52 |
Ask14:19:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
+11.17% |
0.217
Bid Size: 5,000 |
0.238
Ask Size: 5,000 |
Old Dominion Freight... |
187.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME76NC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
187.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-0.12 |
| Time value: |
0.24 |
| Break-even: |
184.87 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.02 |
| Spread %: |
9.81% |
| Delta: |
0.49 |
| Theta: |
-0.10 |
| Omega: |
6.94 |
| Rho: |
0.14 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.219 |
| Previous Close: |
0.197 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.78% |
| 1 Month |
|
|
+53.15% |
| 3 Months |
|
|
-74.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.197 |
| 1M High / 1M Low: |
0.240 |
0.149 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
