Morgan Stanley Call 200 ODFL 20.1.../  DE000ME6NCH0  /

Stuttgart
2024-06-06  8:24:45 AM Chg.-0.035 Bid10:15:18 AM Ask10:15:18 AM Underlying Strike price Expiration date Option type
0.199EUR -14.96% 0.200
Bid Size: 5,000
0.213
Ask Size: 5,000
Old Dominion Freight... 200.00 USD 2024-12-20 Call
 

Master data

WKN: ME6NCH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-09
Last trading day: 2024-12-20
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 12.98
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.29
Parity: -0.45
Time value: 0.25
Break-even: 196.38
Moneyness: 0.88
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.01
Spread %: 5.51%
Delta: 0.42
Theta: -0.05
Omega: 5.39
Rho: 0.30
 

Quote data

Open: 0.199
High: 0.199
Low: 0.199
Previous Close: 0.234
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.24%
1 Month
  -35.81%
3 Months
  -74.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.234 0.178
1M High / 1M Low: 0.330 0.178
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -