Morgan Stanley Put 150 ODFL 20.12.2024
/ DE000ME76J91
Morgan Stanley Put 150 ODFL 20.12.../ DE000ME76J91 /
| 7/10/2024 6:19:07 PM |
Chg.-0.006 |
Bid8:05:40 PM |
Ask8:05:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-6.52% |
0.082
Bid Size: 400,000 |
0.093
Ask Size: 400,000 |
Old Dominion Freight... |
150.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
ME76J9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
-0.53 |
| Time value: |
0.10 |
| Break-even: |
133.71 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.19 |
| Theta: |
-0.03 |
| Omega: |
-6.31 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.089 |
| High: |
0.089 |
| Low: |
0.086 |
| Previous Close: |
0.092 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
-39.86% |
| 3 Months |
|
|
-31.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.084 |
| 1M High / 1M Low: |
0.143 |
0.084 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
220,250 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
54,088.636 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
