Morgan Stanley Put 250 ADP 20.09..../  DE000ME88ZU2  /

Stuttgart
2024-06-19  8:09:19 PM Chg.-0.05 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
1.03EUR -4.63% -
Bid Size: -
-
Ask Size: -
Automatic Data Proce... 250.00 USD 2024-09-20 Put
 

Master data

WKN: ME88ZU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Put
Strike price: 250.00 USD
Maturity: 2024-09-20
Issue date: 2024-02-06
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.32
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.52
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.52
Time value: 0.60
Break-even: 221.60
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.82%
Delta: -0.53
Theta: -0.04
Omega: -10.77
Rho: -0.34
 

Quote data

Open: 1.08
High: 1.08
Low: 1.03
Previous Close: 1.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.26%
1 Month  
+30.38%
3 Months
  -16.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.03
1M High / 1M Low: 1.31 0.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.12
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -