Morgan Stanley Call 225 ODFL 20.1.../  DE000ME6NA74  /

Stuttgart
6/24/2024  1:58:58 PM Chg.+0.110 Bid5:12:24 PM Ask5:12:24 PM Underlying Strike price Expiration date Option type
0.730EUR +17.74% 0.800
Bid Size: 25,000
0.840
Ask Size: 25,000
Old Dominion Freight... 225.00 USD 12/20/2024 Call
 

Master data

WKN: ME6NA7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 12/20/2024
Issue date: 1/9/2024
Last trading day: 12/20/2024
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 39.91
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -9.38
Time value: 0.82
Break-even: 214.62
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.74
Spread abs.: 0.21
Spread %: 34.43%
Delta: 0.20
Theta: -0.03
Omega: 8.11
Rho: 0.14
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.39%
1 Month
  -2.67%
3 Months
  -65.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.600
1M High / 1M Low: 0.770 0.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.684
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -