Morgan Stanley Put 200 ODFL 20.09.2024
/ DE000ME6QE85
Morgan Stanley Put 200 ODFL 20.09.../ DE000ME6QE85 /
| 2024-06-28 8:22:25 PM |
Chg.-0.040 |
Bid9:04:30 PM |
Ask9:04:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-7.41% |
0.520
Bid Size: 250,000 |
0.540
Ask Size: 250,000 |
Old Dominion Freight... |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME6QE8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.48 |
| Time value: |
0.08 |
| Break-even: |
158.78 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
-0.70 |
| Theta: |
-0.05 |
| Omega: |
-4.09 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.96% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
+127.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.490 |
| 1M High / 1M Low: |
0.610 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
