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

Stuttgart
2024-05-24  6:58:29 PM Chg.+0.120 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.870EUR +16.00% -
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: -23.90
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.10
Implied volatility: 0.20
Historic volatility: 0.17
Parity: 0.10
Time value: 0.86
Break-even: 220.88
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 9.09%
Delta: -0.45
Theta: -0.03
Omega: -10.75
Rho: -0.36
 

Quote data

Open: 0.780
High: 0.870
Low: 0.760
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.13%
1 Month
  -36.96%
3 Months
  -19.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.750
1M High / 1M Low: 1.460 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   1.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -