Morgan Stanley Put 150 ODFL 20.12.2024
/ DE000ME76J91
Morgan Stanley Put 150 ODFL 20.12.../ DE000ME76J91 /
2024-06-25 12:30:51 PM |
Chg.0.000 |
Bid5:07:24 PM |
Ask5:07:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.115EUR |
0.00% |
0.121 Bid Size: 999,999 |
0.131 Ask Size: 999,999 |
Old Dominion Freight... |
150.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
ME76J9 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Old Dominion Freight Line Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-19 |
Last trading day: |
2024-12-20 |
Ratio: |
50:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
-0.49 |
Time value: |
0.13 |
Break-even: |
133.47 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
11.50% |
Delta: |
-0.22 |
Theta: |
-0.03 |
Omega: |
-5.60 |
Rho: |
-0.20 |
Quote data
Open: |
0.115 |
High: |
0.115 |
Low: |
0.115 |
Previous Close: |
0.115 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.81% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
+33.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.115 |
1M High / 1M Low: |
0.192 |
0.115 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
6,160 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
11,326 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |