Morgan Stanley Call 880 LRCX 20.09.2024
/ DE000ME1CP18
Morgan Stanley Call 880 LRCX 20.0.../ DE000ME1CP18 /
| 6/11/2024 5:52:24 PM |
Chg.- |
Bid10:11:55 AM |
Ask10:11:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
- |
1.45
Bid Size: 2,000 |
1.48
Ask Size: 2,000 |
Lam Research Corpora... |
880.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1CP1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.12 |
| Time value: |
0.35 |
| Break-even: |
966.37 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.08% |
| Delta: |
0.78 |
| Theta: |
-0.35 |
| Omega: |
4.93 |
| Rho: |
1.58 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.33 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.71% |
| 1 Month |
|
|
+43.01% |
| 3 Months |
|
|
-2.92% |
| YTD |
|
|
+107.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.12 |
| 1M High / 1M Low: |
1.42 |
0.84 |
| 6M High / 6M Low: |
1.74 |
0.41 |
| High (YTD): |
3/7/2024 |
1.74 |
| Low (YTD): |
1/17/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.06% |
| Volatility 6M: |
|
183.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
