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Morgan Stanley Call 1080 LRCX 20..../  DE000ME24C34  /

Stuttgart
11/06/2024  18:15:37 Chg.- Bid10:15:19 Ask10:15:19 Underlying Strike price Expiration date Option type
0.720EUR - 0.770
Bid Size: 2,000		 0.800
Ask Size: 2,000		 Lam Research Corpora... 1,080.00 USD 20/12/2024 Call
 

Master data

WKN: ME24C3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,080.00 USD
Maturity: 20/12/2024
Issue date: 16/10/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.75
Time value: 0.79
Break-even: 1,084.60
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.47
Theta: -0.30
Omega: 5.54
Rho: 1.88
 

Quote data

Open: 0.770
High: 0.770
Low: 0.720
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month  
+46.94%
3 Months
  -16.28%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.580
1M High / 1M Low: 0.760 0.440
6M High / 6M Low: 1.080 0.226
High (YTD): 07/03/2024 1.080
Low (YTD): 17/01/2024 0.226
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   255.36%
Volatility 6M:   194.63%
Volatility 1Y:   -
Volatility 3Y:   -