Morgan Stanley Call 187.5 ODFL 20.../  DE000ME76NC1  /

Stuttgart
5/28/2024  10:37:17 AM Chg.+0.002 Bid11:13:44 AM Ask11:13:44 AM Underlying Strike price Expiration date Option type
0.178EUR +1.14% 0.177
Bid Size: 5,000
0.196
Ask Size: 5,000
Old Dominion Freight... 187.50 USD 9/20/2024 Call
 

Master data

WKN: ME76NC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 187.50 USD
Maturity: 9/20/2024
Issue date: 1/19/2024
Last trading day: 9/20/2024
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 15.93
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -0.27
Time value: 0.20
Break-even: 182.63
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 12.99%
Delta: 0.43
Theta: -0.07
Omega: 6.79
Rho: 0.18
 

Quote data

Open: 0.178
High: 0.178
Low: 0.178
Previous Close: 0.176
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.44%
1 Month
  -49.14%
3 Months
  -77.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.201 0.167
1M High / 1M Low: 0.330 0.167
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.267
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -