Morgan Stanley Call 230 ADP 20.09.2024
/ DE000ME2R5L6
Morgan Stanley Call 230 ADP 20.09.../ DE000ME2R5L6 /
| 2024-06-13 6:28:31 PM |
Chg.-0.08 |
Bid7:28:07 PM |
Ask7:28:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
-4.26% |
1.77
Bid Size: 40,000 |
1.79
Ask Size: 40,000 |
Automatic Data Proce... |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME2R5L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
1.49 |
| Time value: |
0.50 |
| Break-even: |
232.61 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.02% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
9.04 |
| Rho: |
0.43 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.80 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
-22.41% |
| 3 Months |
|
|
-24.69% |
| YTD |
|
|
-10.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.88 |
| 1M High / 1M Low: |
2.69 |
1.63 |
| 6M High / 6M Low: |
3.23 |
1.63 |
| High (YTD): |
2024-02-23 |
3.23 |
| Low (YTD): |
2024-05-30 |
1.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.63% |
| Volatility 6M: |
|
120.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
