Morgan Stanley Call 175 ODFL 20.0.../  DE000ME6NA17  /

Stuttgart
6/24/2024  6:54:16 PM Chg.+0.15 Bid7:28:49 PM Ask7:28:49 PM Underlying Strike price Expiration date Option type
1.96EUR +8.29% 1.98
Bid Size: 25,000
2.02
Ask Size: 25,000
Old Dominion Freight... 175.00 USD 9/20/2024 Call
 

Master data

WKN: ME6NA1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/20/2024
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 16.87
Leverage: Yes

Calculated values

Fair value: 1.97
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.29
Parity: -0.02
Time value: 1.94
Break-even: 173.44
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.12
Spread %: 6.59%
Delta: 0.55
Theta: -0.06
Omega: 9.29
Rho: 0.19
 

Quote data

Open: 1.89
High: 1.96
Low: 1.87
Previous Close: 1.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.29%
1 Month  
+7.10%
3 Months
  -47.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.72
1M High / 1M Low: 1.92 1.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.79
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -