Morgan Stanley Put 250 ADP 20.06..../  DE000ME88ZV0  /

Stuttgart
7/16/2024  8:05:37 PM Chg.-0.10 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.82EUR -5.21% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 6/20/2025 Put
 

Master data

WKN: ME88ZV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 6/20/2025
Issue date: 2/6/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.66
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 0.68
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.68
Time value: 1.23
Break-even: 210.29
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.06%
Delta: -0.45
Theta: -0.02
Omega: -5.24
Rho: -1.11
 

Quote data

Open: 1.86
High: 1.87
Low: 1.82
Previous Close: 1.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -9.00%
3 Months
  -15.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.46 1.92
1M High / 1M Low: 2.46 1.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -