Morgan Stanley Call 187.5 ODFL 20.12.2024
/ DE000ME849A1
Morgan Stanley Call 187.5 ODFL 20.../ DE000ME849A1 /
11/10/2024 17:27:40 |
Chg.+0.070 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
Old Dominion Freight... |
187.50 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME849A |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Old Dominion Freight Line Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
187.50 USD |
Maturity: |
20/12/2024 |
Issue date: |
02/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
50:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.51 |
Historic volatility: |
0.28 |
Parity: |
0.13 |
Time value: |
0.26 |
Break-even: |
190.99 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.03 |
Spread %: |
8.33% |
Delta: |
0.62 |
Theta: |
-0.12 |
Omega: |
5.66 |
Rho: |
0.17 |
Quote data
Open: |
0.350 |
High: |
0.420 |
Low: |
0.350 |
Previous Close: |
0.350 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.27% |
1 Month |
|
|
+23.53% |
3 Months |
|
|
+5.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.290 |
1M High / 1M Low: |
0.520 |
0.290 |
6M High / 6M Low: |
0.990 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.328 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.440 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.68% |
Volatility 6M: |
|
162.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |