Morgan Stanley Call 900 LRCX 20.0.../  DE000ME17UX6  /

Stuttgart
6/12/2024  5:19:25 PM Chg.+0.24 Bid8:44:34 PM Ask8:44:34 PM Underlying Strike price Expiration date Option type
1.53EUR +18.60% 1.53
Bid Size: 100,000
1.56
Ask Size: 100,000
Lam Research Corpora... 900.00 USD 9/20/2024 Call
 

Master data

WKN: ME17UX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 9/20/2024
Issue date: 9/27/2023
Last trading day: 9/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.00
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.93
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 0.93
Time value: 0.40
Break-even: 971.00
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.31%
Delta: 0.75
Theta: -0.36
Omega: 5.23
Rho: 1.54
 

Quote data

Open: 1.32
High: 1.53
Low: 1.32
Previous Close: 1.29
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.34%
1 Month  
+80.00%
3 Months  
+21.43%
YTD  
+159.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.33 1.02
1M High / 1M Low: 1.33 0.75
6M High / 6M Low: 1.64 0.37
High (YTD): 3/7/2024 1.64
Low (YTD): 1/17/2024 0.38
52W High: - -
52W Low: - -
Avg. price 1W:   1.15
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   0.00
Avg. price 6M:   0.94
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.85%
Volatility 6M:   189.43%
Volatility 1Y:   -
Volatility 3Y:   -