Morgan Stanley Call 1000 LRCX 20..../  DE000ME17UY4  /

Stuttgart
12/06/2024  17:19:25 Chg.+0.190 Bid18:05:37 Ask18:05:37 Underlying Strike price Expiration date Option type
0.920EUR +26.03% 0.950
Bid Size: 100,000
0.980
Ask Size: 100,000
Lam Research Corpora... 1,000.00 USD 20/09/2024 Call
 

Master data

WKN: ME17UY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 20/09/2024
Issue date: 27/09/2023
Last trading day: 20/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.09
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 0.00
Time value: 0.77
Break-even: 1,008.11
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.56
Theta: -0.40
Omega: 6.75
Rho: 1.21
 

Quote data

Open: 0.750
High: 0.920
Low: 0.750
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+61.40%
1 Month  
+109.09%
3 Months  
+10.84%
YTD  
+162.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.540
1M High / 1M Low: 0.760 0.360
6M High / 6M Low: 1.140 0.208
High (YTD): 07/03/2024 1.140
Low (YTD): 17/01/2024 0.208
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.530
Avg. volume 1M:   0.000
Avg. price 6M:   0.565
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.16%
Volatility 6M:   229.46%
Volatility 1Y:   -
Volatility 3Y:   -