Morgan Stanley Put 250 ADP 20.09..../  DE000ME88ZU2  /

Stuttgart
7/9/2024  8:03:45 AM Chg.-0.03 Bid9:58:08 AM Ask9:58:08 AM Underlying Strike price Expiration date Option type
1.67EUR -1.76% 1.66
Bid Size: 2,000
1.71
Ask Size: 2,000
Automatic Data Proce... 250.00 USD 9/20/2024 Put
 

Master data

WKN: ME88ZU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 9/20/2024
Issue date: 2/6/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.53
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.53
Implied volatility: 0.22
Historic volatility: 0.17
Parity: 1.53
Time value: 0.19
Break-even: 213.63
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.18%
Delta: -0.72
Theta: -0.03
Omega: -8.97
Rho: -0.34
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.45%
1 Month  
+122.67%
3 Months  
+36.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.70 1.49
1M High / 1M Low: 1.70 0.81
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   332.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -