Morgan Stanley Call 850 LRCX 20.09.2024
/ DE000ME17UW8
Morgan Stanley Call 850 LRCX 20.0.../ DE000ME17UW8 /
| 31/05/2024 17:49:02 |
Chg.-0.27 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-20.93% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
850.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME17UW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.76 |
| Time value: |
0.43 |
| Break-even: |
902.52 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.73 |
| Theta: |
-0.32 |
| Omega: |
5.24 |
| Rho: |
1.53 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.02 |
| Previous Close: |
1.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.89% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
-42.37% |
| YTD |
|
|
+34.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.02 |
| 1M High / 1M Low: |
1.52 |
0.94 |
| 6M High / 6M Low: |
1.94 |
0.38 |
| High (YTD): |
07/03/2024 |
1.94 |
| Low (YTD): |
05/01/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.12% |
| Volatility 6M: |
|
164.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
