Morgan Stanley Put 250 ADP 20.12.2024
/ DE000ME819B2
Morgan Stanley Put 250 ADP 20.12..../ DE000ME819B2 /
| 2024-05-16 8:52:49 PM |
Chg.-0.08 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Automatic Data Proce... |
250.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME819B |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Automatic Data Processing Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
0.31 |
| Time value: |
1.02 |
| Break-even: |
216.30 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-7.58 |
| Rho: |
-0.68 |
Quote data
| Open: |
1.28 |
| High: |
1.29 |
| Low: |
1.20 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.81% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
-14.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.24 |
| 1M High / 1M Low: |
1.80 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
