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

Stuttgart
2024-06-24  1:44:42 PM Chg.-0.05 Bid5:34:43 PM Ask5:34:43 PM Underlying Strike price Expiration date Option type
1.72EUR -2.82% 1.65
Bid Size: 40,000
1.67
Ask Size: 40,000
Automatic Data Proce... 250.00 USD 2025-06-20 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: 2025-06-20
Issue date: 2024-02-06
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.26
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 0.19
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.19
Time value: 1.56
Break-even: 216.41
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.16%
Delta: -0.41
Theta: -0.02
Omega: -5.40
Rho: -1.11
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.03%
1 Month  
+2.99%
3 Months
  -10.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.87 1.77
1M High / 1M Low: 2.04 1.54
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.86
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -