Morgan Stanley Put 150 ODFL 20.12.2024
/ DE000ME76J91
Morgan Stanley Put 150 ODFL 20.12.../ DE000ME76J91 /
| 2024-06-07 1:08:35 PM |
Chg.0.000 |
Bid1:33:08 PM |
Ask1:33:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.160
Bid Size: 3,000 |
0.170
Ask Size: 20,000 |
Old Dominion Freight... |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME76J9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Old Dominion Freight Line Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
50:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-18.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-0.36 |
| Time value: |
0.17 |
| Break-even: |
129.32 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.26 |
| Theta: |
-0.03 |
| Omega: |
-4.85 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-2.44% |
| 3 Months |
|
|
+75.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.189 |
0.145 |
| 1M High / 1M Low: |
0.193 |
0.145 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
19,280 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
65,367.826 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
