Morgan Stanley Call 820 LRCX 20.09.2024
/ DE000ME1CNY6
Morgan Stanley Call 820 LRCX 20.0.../ DE000ME1CNY6 /
| 12/06/2024 13:03:28 |
Chg.+0.14 |
Bid16:21:46 |
Ask16:21:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
+7.95% |
2.13
Bid Size: 100,000 |
2.16
Ask Size: 100,000 |
Lam Research Corpora... |
820.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1CNY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.67 |
| Time value: |
0.24 |
| Break-even: |
954.51 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
0.86 |
| Theta: |
-0.29 |
| Omega: |
4.18 |
| Rho: |
1.67 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.90 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.50% |
| 1 Month |
|
|
+47.29% |
| 3 Months |
|
|
+11.11% |
| YTD |
|
|
+118.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.53 |
| 1M High / 1M Low: |
1.86 |
1.20 |
| 6M High / 6M Low: |
2.12 |
0.58 |
| High (YTD): |
07/03/2024 |
2.12 |
| Low (YTD): |
17/01/2024 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.01% |
| Volatility 6M: |
|
160.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
