Morgan Stanley Call 775 LRCX 20.09.2024
/ DE000ME17UU2
Morgan Stanley Call 775 LRCX 20.0.../ DE000ME17UU2 /
| 6/11/2024 9:22:30 PM |
Chg.- |
Bid8:57:17 AM |
Ask8:57:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
- |
2.26
Bid Size: 2,000 |
2.29
Ask Size: 2,000 |
Lam Research Corpora... |
775.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17UU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
775.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.12 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
2.12 |
| Time value: |
0.19 |
| Break-even: |
951.03 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.90 |
| Theta: |
-0.25 |
| Omega: |
3.62 |
| Rho: |
1.67 |
Quote data
| Open: |
2.27 |
| High: |
2.27 |
| Low: |
2.20 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.54% |
| 1 Month |
|
|
+37.65% |
| 3 Months |
|
|
+11.50% |
| YTD |
|
|
+104.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.89 |
| 1M High / 1M Low: |
2.28 |
1.52 |
| 6M High / 6M Low: |
2.45 |
0.74 |
| High (YTD): |
3/7/2024 |
2.45 |
| Low (YTD): |
1/5/2024 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.62% |
| Volatility 6M: |
|
140.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
