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

Stuttgart
2024-09-24  6:54:35 PM Chg.-0.010 Bid7:47:35 PM Ask7:47:35 PM Underlying Strike price Expiration date Option type
0.800EUR -1.23% 0.810
Bid Size: 25,000
0.840
Ask Size: 25,000
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: -30.10
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -2.48
Time value: 0.83
Break-even: 216.70
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 3.75%
Delta: -0.24
Theta: -0.02
Omega: -7.15
Rho: -0.50
 

Quote data

Open: 0.790
High: 0.800
Low: 0.780
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.79%
3 Months
  -51.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.800
1M High / 1M Low: 1.030 0.760
6M High / 6M Low: 2.460 0.760
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.814
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   1.664
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.88%
Volatility 6M:   109.73%
Volatility 1Y:   -
Volatility 3Y:   -