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

EUWAX
2024-06-20  5:37:40 PM Chg.-0.17 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
3.53EUR -4.59% -
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: 2.74
Leverage: Yes

Calculated values

Fair value: 3.14
Intrinsic value: 3.14
Implied volatility: 9.63
Historic volatility: 0.31
Parity: 3.14
Time value: 0.56
Break-even: 1,070.00
Moneyness: 1.45
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -62.65
Omega: 2.30
Rho: 0.01
 

Quote data

Open: 3.74
High: 3.74
Low: 3.53
Previous Close: 3.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.42%
1 Month  
+58.30%
3 Months  
+27.44%
YTD  
+180.16%
1 Year  
+508.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.70 3.14
1M High / 1M Low: 3.70 1.95
6M High / 6M Low: 3.70 0.89
High (YTD): 2024-06-19 3.70
Low (YTD): 2024-01-05 0.89
52W High: 2024-06-19 3.70
52W Low: 2023-10-25 0.32
Avg. price 1W:   3.46
Avg. volume 1W:   0.00
Avg. price 1M:   2.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   4,403.49
Avg. price 1Y:   1.39
Avg. volume 1Y:   5,879.49
Volatility 1M:   127.76%
Volatility 6M:   133.52%
Volatility 1Y:   146.39%
Volatility 3Y:   -