Morgan Stanley Call 225 ODFL 20.1.../  DE000ME6NA74  /

Stuttgart
2024-06-06  8:24:28 AM Chg.-0.110 Bid11:37:14 AM Ask11:37:14 AM Underlying Strike price Expiration date Option type
0.660EUR -14.29% 0.660
Bid Size: 500
0.730
Ask Size: 500
Old Dominion Freight... 225.00 USD 2024-12-20 Call
 

Master data

WKN: ME6NA7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Old Dominion Freight Line Inc
Type: Warrant
Option type: Call
Strike price: 225.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-09
Last trading day: 2024-12-20
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 39.41
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.29
Parity: -9.07
Time value: 0.82
Break-even: 211.02
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 6.49%
Delta: 0.21
Theta: -0.03
Omega: 8.17
Rho: 0.16
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.770
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.04%
1 Month
  -39.45%
3 Months
  -68.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.620
1M High / 1M Low: 1.160 0.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.910
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -