Morgan Stanley Call 840 LRCX 20.09.2024
/ DE000ME1CNZ3
Morgan Stanley Call 840 LRCX 20.0.../ DE000ME1CNZ3 /
| 12/06/2024 12:37:58 |
Chg.+0.14 |
Bid12:46:28 |
Ask12:46:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
+8.70% |
1.75
Bid Size: 2,000 |
1.78
Ask Size: 2,000 |
Lam Research Corpora... |
840.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
29/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.49 |
| Time value: |
0.27 |
| Break-even: |
958.13 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.73% |
| Delta: |
0.83 |
| Theta: |
-0.31 |
| Omega: |
4.41 |
| Rho: |
1.64 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+50.86% |
| 3 Months |
|
|
+10.06% |
| YTD |
|
|
+121.52% |
| 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): |
07/03/2024 |
1.99 |
| Low (YTD): |
17/01/2024 |
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: |
|
- |
