Morgan Stanley Call 240 ADP 20.09.../  DE000ME2R5M4  /

Stuttgart
2024-06-13  6:28:31 PM Chg.-0.08 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.15EUR -6.50% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 240.00 USD 2024-09-20 Call
 

Master data

WKN: ME2R5M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 240.00 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: 17.24
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.57
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.57
Time value: 0.75
Break-even: 235.16
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.54%
Delta: 0.66
Theta: -0.05
Omega: 11.35
Rho: 0.37
 

Quote data

Open: 1.25
High: 1.25
Low: 1.15
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.01%
1 Month
  -29.01%
3 Months
  -34.66%
YTD
  -24.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.72 1.23
1M High / 1M Low: 1.93 1.04
6M High / 6M Low: 2.50 1.04
High (YTD): 2024-02-23 2.50
Low (YTD): 2024-05-30 1.04
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.72
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.47%
Volatility 6M:   131.14%
Volatility 1Y:   -
Volatility 3Y:   -