Morgan Stanley Call 187.5 ODFL 20.12.2024
/ DE000ME849A1
Morgan Stanley Call 187.5 ODFL 20.../ DE000ME849A1 /
| 2024-09-25 8:56:47 PM |
Chg.+0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+2.44% |
-
Bid Size: - |
-
Ask Size: - |
Old Dominion Freight... |
187.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME849A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
187.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.20 |
| Time value: |
0.23 |
| Break-even: |
189.05 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
5.40 |
| Rho: |
0.22 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.360 |
| 1M High / 1M Low: |
0.520 |
0.310 |
| 6M High / 6M Low: |
1.060 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.04% |
| Volatility 6M: |
|
161.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
