Morgan Stanley Call 700 LAR 21.06.../  DE000MD7JZA3  /

EUWAX
2024-06-14  9:21:56 PM Chg.+0.10 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
3.14EUR +3.29% -
Bid Size: -
-
Ask Size: -
LAM RESEARCH CORP.DL... 700.00 - 2024-06-21 Call
 

Master data

WKN: MD7JZA
Issuer: Morgan Stanley
Currency: EUR
Underlying: LAM RESEARCH CORP.DL-,001
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-08-29
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 2.68
Implied volatility: 3.49
Historic volatility: 0.31
Parity: 2.68
Time value: 0.50
Break-even: 1,018.00
Moneyness: 1.38
Premium: 0.05
Premium p.a.: 20.72
Spread abs.: 0.06
Spread %: 1.92%
Delta: 0.83
Theta: -9.24
Omega: 2.52
Rho: 0.08
 

Quote data

Open: 3.16
High: 3.16
Low: 3.05
Previous Close: 3.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.29%
1 Month  
+35.34%
3 Months  
+49.52%
YTD  
+149.21%
1 Year  
+383.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.14 2.75
1M High / 1M Low: 3.14 1.95
6M High / 6M Low: 3.14 0.89
High (YTD): 2024-06-14 3.14
Low (YTD): 2024-01-05 0.89
52W High: 2024-06-14 3.14
52W Low: 2023-10-25 0.32
Avg. price 1W:   2.97
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   200
Avg. price 6M:   2.01
Avg. volume 6M:   4,448.68
Avg. price 1Y:   1.34
Avg. volume 1Y:   5,902.55
Volatility 1M:   133.81%
Volatility 6M:   133.96%
Volatility 1Y:   146.58%
Volatility 3Y:   -