Morgan Stanley Call 187.5 ODFL 20.../  DE000ME76NC1  /

Stuttgart
2024-05-10  6:03:53 PM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.320EUR +6.67% -
Bid Size: -
-
Ask Size: -
Old Dominion Freight... 187.50 USD 2024-09-20 Call
 

Master data

WKN: ME76NC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 187.50 USD
Maturity: 2024-09-20
Issue date: 2024-01-19
Last trading day: 2024-09-20
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 10.41
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -0.05
Time value: 0.33
Break-even: 190.57
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 6.45%
Delta: 0.55
Theta: -0.07
Omega: 5.72
Rho: 0.28
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -63.22%
3 Months
  -60.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.880 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -