Morgan Stanley Call 187.5 ODFL 20.09.2024
/ DE000ME76NC1
Morgan Stanley Call 187.5 ODFL 20.../ DE000ME76NC1 /
2024-06-24 5:27:27 PM |
Chg.+0.017 |
Bid7:18:42 PM |
Ask7:18:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.181EUR |
+10.37% |
0.176 Bid Size: 250,000 |
0.192 Ask Size: 250,000 |
Old Dominion Freight... |
187.50 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-19 |
Last trading day: |
2024-09-20 |
Ratio: |
50:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
-0.24 |
Time value: |
0.18 |
Break-even: |
184.53 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.65 |
Spread abs.: |
0.02 |
Spread %: |
13.04% |
Delta: |
0.42 |
Theta: |
-0.08 |
Omega: |
7.57 |
Rho: |
0.14 |
Quote data
Open: |
0.169 |
High: |
0.181 |
Low: |
0.169 |
Previous Close: |
0.164 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.42% |
1 Month |
|
|
+1.12% |
3 Months |
|
|
-77.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.177 |
0.154 |
1M High / 1M Low: |
0.210 |
0.143 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.166 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
214.48% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |