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

Stuttgart
6/28/2024  6:56:18 PM Chg.-0.12 Bid7:29:15 PM Ask7:29:15 PM Underlying Strike price Expiration date Option type
2.09EUR -5.43% 2.09
Bid Size: 40,000
2.11
Ask Size: 40,000
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: -9.94
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.19
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 1.19
Time value: 1.04
Break-even: 211.17
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.91%
Delta: -0.48
Theta: -0.02
Omega: -4.80
Rho: -1.26
 

Quote data

Open: 2.14
High: 2.16
Low: 2.09
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.08%
1 Month  
+7.18%
3 Months  
+8.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.21 1.65
1M High / 1M Low: 2.21 1.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -