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

Stuttgart
04/09/2024  08:03:07 Chg.+0.080 Bid08:25:51 Ask08:25:51 Underlying Strike price Expiration date Option type
0.870EUR +10.13% 0.870
Bid Size: 3,750
0.930
Ask Size: 3,750
Automatic Data Proce... 250.00 USD 20/06/2025 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: 20/06/2025
Issue date: 06/02/2024
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.34
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -2.31
Time value: 0.88
Break-even: 217.47
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 3.53%
Delta: -0.25
Theta: -0.02
Omega: -6.96
Rho: -0.55
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -32.56%
3 Months
  -52.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.760
1M High / 1M Low: 1.660 0.760
6M High / 6M Low: 2.460 0.760
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.828
Avg. volume 1W:   0.000
Avg. price 1M:   1.120
Avg. volume 1M:   0.000
Avg. price 6M:   1.791
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.32%
Volatility 6M:   106.33%
Volatility 1Y:   -
Volatility 3Y:   -