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

Stuttgart
5/24/2024  6:07:14 PM Chg.+0.012 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.179EUR +7.19% -
Bid Size: -
-
Ask Size: -
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: 16.45
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.29
Parity: -0.27
Time value: 0.19
Break-even: 182.56
Moneyness: 0.92
Premium: 0.14
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 8.38%
Delta: 0.42
Theta: -0.06
Omega: 6.96
Rho: 0.19
 

Quote data

Open: 0.170
High: 0.179
Low: 0.170
Previous Close: 0.167
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.28%
1 Month
  -48.86%
3 Months
  -79.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.167
1M High / 1M Low: 0.350 0.167
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.276
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -