Morgan Stanley Call 230 ADP 20.09.2024
/ DE000ME2R5L6
Morgan Stanley Call 230 ADP 20.09.../ DE000ME2R5L6 /
2024-06-10 12:46:08 PM |
Chg.-0.10 |
Bid12:59:05 PM |
Ask12:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.37EUR |
-4.05% |
2.37 Bid Size: 1,000 |
2.41 Ask Size: 1,000 |
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: |
9.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.41 |
Intrinsic value: |
2.07 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
2.07 |
Time value: |
0.41 |
Break-even: |
238.18 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.81% |
Delta: |
0.85 |
Theta: |
-0.04 |
Omega: |
8.06 |
Rho: |
0.49 |
Quote data
Open: |
2.37 |
High: |
2.37 |
Low: |
2.37 |
Previous Close: |
2.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.43% |
1 Month |
|
|
+8.22% |
3 Months |
|
|
+4.87% |
YTD |
|
|
+17.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.47 |
1.75 |
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: |
|
2.02 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.35 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.59% |
Volatility 6M: |
|
116.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |