Morgan Stanley Call 850 LRCX 20.12.2024
/ DE000ME24BY0
Morgan Stanley Call 850 LRCX 20.1.../ DE000ME24BY0 /
| 11/06/2024 18:15:37 |
Chg.- |
Bid09:16:21 |
Ask09:16:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
- |
1.92
Bid Size: 2,000 |
1.95
Ask Size: 2,000 |
Lam Research Corpora... |
850.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME24BY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.42 |
| Time value: |
0.56 |
| Break-even: |
987.71 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
1.54% |
| Delta: |
0.78 |
| Theta: |
-0.27 |
| Omega: |
3.67 |
| Rho: |
2.78 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.85 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.78% |
| 1 Month |
|
|
+32.14% |
| 3 Months |
|
|
+1.65% |
| YTD |
|
|
+94.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.60 |
| 1M High / 1M Low: |
1.92 |
1.30 |
| 6M High / 6M Low: |
2.14 |
0.65 |
| High (YTD): |
07/03/2024 |
2.14 |
| Low (YTD): |
17/01/2024 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.41% |
| Volatility 6M: |
|
138.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
