Morgan Stanley Call 212.5 ODFL 20.../  DE000ME6NCM0  /

Stuttgart
6/24/2024  1:59:04 PM Chg.+0.001 Bid3:39:42 PM Ask3:39:42 PM Underlying Strike price Expiration date Option type
0.062EUR +1.64% 0.066
Bid Size: 250,000
0.082
Ask Size: 250,000
Old Dominion Freight... 212.50 USD 9/20/2024 Call
 

Master data

WKN: ME6NCM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 212.50 USD
Maturity: 9/20/2024
Issue date: 1/9/2024
Last trading day: 9/20/2024
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 41.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -0.70
Time value: 0.08
Break-even: 202.77
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 29.51%
Delta: 0.22
Theta: -0.06
Omega: 9.10
Rho: 0.08
 

Quote data

Open: 0.064
High: 0.064
Low: 0.062
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.62%
1 Month
  -19.48%
3 Months
  -87.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.059
1M High / 1M Low: 0.088 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -