Morgan Stanley Call 210 ODFL 21.0.../  DE000MG877Z7  /

Stuttgart
2024-11-15  8:27:01 PM Chg.-0.57 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.32EUR -19.72% -
Bid Size: -
-
Ask Size: -
Old Dominion Freight... 210.00 USD 2025-03-21 Call
 

Master data

WKN: MG877Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2025-03-21
Issue date: 2024-07-29
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.19
Leverage: Yes

Calculated values

Fair value: 2.35
Intrinsic value: 1.28
Implied volatility: 0.44
Historic volatility: 0.31
Parity: 1.28
Time value: 1.67
Break-even: 228.94
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.25
Spread abs.: 0.08
Spread %: 2.79%
Delta: 0.66
Theta: -0.09
Omega: 4.74
Rho: 0.38
 

Quote data

Open: 2.74
High: 2.74
Low: 2.32
Previous Close: 2.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.67%
1 Month  
+22.75%
3 Months  
+14.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.50 2.89
1M High / 1M Low: 3.50 1.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -