Morgan Stanley Put 250 ADP 20.12.2024
/ DE000ME819B2
Morgan Stanley Put 250 ADP 20.12..../ DE000ME819B2 /
7/9/2024 8:31:30 PM |
Chg.-0.08 |
Bid8:47:01 PM |
Ask8:47:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.87EUR |
-4.10% |
1.86 Bid Size: 40,000 |
1.88 Ask Size: 40,000 |
Automatic Data Proce... |
250.00 USD |
12/20/2024 |
Put |
Master data
WKN: |
ME819B |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.53 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
1.53 |
Time value: |
0.44 |
Break-even: |
211.13 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
1.03% |
Delta: |
-0.61 |
Theta: |
-0.02 |
Omega: |
-6.66 |
Rho: |
-0.68 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.87 |
Previous Close: |
1.95 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.19% |
1 Month |
|
|
+73.15% |
3 Months |
|
|
+27.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.95 |
1.74 |
1M High / 1M Low: |
1.95 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.81 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |