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Morgan Stanley Call 1100 LRCX 20..../  DE000MB9DDF0  /

Stuttgart
12/06/2024  14:57:15 Chg.+0.090 Bid15:55:52 Ask15:55:52 Underlying Strike price Expiration date Option type
0.780EUR +13.04% 0.830
Bid Size: 100,000		 0.860
Ask Size: 100,000		 Lam Research Corpora... 1,100.00 USD 20/12/2024 Call
 

Master data

WKN: MB9DDF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,100.00 USD
Maturity: 20/12/2024
Issue date: 01/08/2023
Last trading day: 20/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.75
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -0.93
Time value: 0.73
Break-even: 1,097.22
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.44
Theta: -0.30
Omega: 5.67
Rho: 1.78
 

Quote data

Open: 0.690
High: 0.780
Low: 0.690
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.48%
1 Month  
+77.27%
3 Months
  -2.50%
YTD  
+136.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.530
1M High / 1M Low: 0.690 0.390
6M High / 6M Low: 1.020 0.210
High (YTD): 07/03/2024 1.020
Low (YTD): 15/01/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.606
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.88%
Volatility 6M:   197.90%
Volatility 1Y:   -
Volatility 3Y:   -