Morgan Stanley Call 840 LRCX 20.09.2024
/ DE000ME1CNZ3
Morgan Stanley Call 840 LRCX 20.0.../ DE000ME1CNZ3 /
| 2024-06-11 5:52:23 PM |
Chg.-0.09 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.61EUR |
-5.29% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
840.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CNZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.52 |
| Time value: |
0.27 |
| Break-even: |
959.42 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.70% |
| Delta: |
0.83 |
| Theta: |
-0.31 |
| Omega: |
4.35 |
| Rho: |
1.66 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.61 |
| Previous Close: |
1.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.03% |
| 1 Month |
|
|
+38.79% |
| 3 Months |
|
|
+1.26% |
| YTD |
|
|
+103.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.70 |
1.39 |
| 1M High / 1M Low: |
1.70 |
1.07 |
| 6M High / 6M Low: |
1.99 |
0.52 |
| High (YTD): |
2024-03-07 |
1.99 |
| Low (YTD): |
2024-01-17 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.12% |
| Volatility 6M: |
|
167.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
