Morgan Stanley Call 237.5 ODFL 20.../  DE000ME6NCS7  /

Stuttgart
5/27/2024  8:18:28 PM Chg.- Bid8:00:14 AM Ask8:00:14 AM Underlying Strike price Expiration date Option type
0.042EUR - 0.045
Bid Size: 5,000
0.064
Ask Size: 5,000
Old Dominion Freight... 237.50 USD 9/20/2024 Call
 

Master data

WKN: ME6NCS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 237.50 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: 53.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.29
Parity: -1.19
Time value: 0.06
Break-even: 221.96
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.83
Spread abs.: 0.02
Spread %: 33.33%
Delta: 0.15
Theta: -0.05
Omega: 8.15
Rho: 0.07
 

Quote data

Open: 0.042
High: 0.042
Low: 0.040
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.75%
1 Month
  -52.81%
3 Months
  -84.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.042
1M High / 1M Low: 0.085 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -