Morgan Stanley Call 200 ODFL 20.12.2024
/ DE000MG3SVR3
Morgan Stanley Call 200 ODFL 20.1.../ DE000MG3SVR3 /
9/26/2024 10:20:43 AM |
Chg.+0.05 |
Bid11:22:58 AM |
Ask11:22:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
+4.95% |
1.07 Bid Size: 3,750 |
1.11 Ask Size: 3,750 |
Old Dominion Freight... |
200.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
MG3SVR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Old Dominion Freight Line Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
17.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.28 |
Parity: |
-0.05 |
Time value: |
1.05 |
Break-even: |
190.20 |
Moneyness: |
1.00 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
2.94% |
Delta: |
0.54 |
Theta: |
-0.07 |
Omega: |
9.26 |
Rho: |
0.20 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.01 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.82% |
1 Month |
|
|
-10.17% |
3 Months |
|
|
+41.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.23 |
0.86 |
1M High / 1M Low: |
1.23 |
0.78 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |