Morgan Stanley Put 200 ODFL 20.12.2024
/ DE000ME6NAA9
Morgan Stanley Put 200 ODFL 20.12.../ DE000ME6NAA9 /
| 21/06/2024 08:26:01 |
Chg.0.000 |
Bid09:30:09 |
Ask09:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
0.600
Bid Size: 5,000 |
0.620
Ask Size: 5,000 |
Old Dominion Freight... |
200.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME6NAA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.47 |
| Time value: |
0.14 |
| Break-even: |
156.31 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
-0.62 |
| Theta: |
-0.03 |
| Omega: |
-3.31 |
| Rho: |
-0.65 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+5.36% |
| 3 Months |
|
|
+136.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.590 |
| 1M High / 1M Low: |
0.670 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
