Morgan Stanley Call 220 ODFL 21.0.../  DE000MG29NZ6  /

Stuttgart
2024-05-23  3:19:53 PM Chg.0.000 Bid6:17:48 PM Ask6:17:48 PM Underlying Strike price Expiration date Option type
0.108EUR 0.00% 0.098
Bid Size: 500,000
0.103
Ask Size: 500,000
Old Dominion Freight... 220.00 USD 2025-03-21 Call
 

Master data

WKN: MG29NZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.10
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.29
Parity: -0.44
Time value: 0.11
Break-even: 214.53
Moneyness: 0.78
Premium: 0.35
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 7.62%
Delta: 0.35
Theta: -0.04
Omega: 4.90
Rho: 0.36
 

Quote data

Open: 0.103
High: 0.108
Low: 0.103
Previous Close: 0.108
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.17%
1 Month
  -69.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.143 0.108
1M High / 1M Low: 0.350 0.108
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -