Morgan Stanley Call 920 LRCX 20.0.../  DE000ME1CP26  /

Stuttgart
6/13/2024  12:24:02 PM Chg.+0.03 Bid12:51:45 PM Ask12:51:45 PM Underlying Strike price Expiration date Option type
1.45EUR +2.11% 1.45
Bid Size: 2,000
1.48
Ask Size: 2,000
Lam Research Corpora... 920.00 USD 9/20/2024 Call
 

Master data

WKN: ME1CP2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 920.00 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: 6.57
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.09
Implied volatility: 0.39
Historic volatility: 0.30
Parity: 1.09
Time value: 0.37
Break-even: 996.84
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 2.10%
Delta: 0.77
Theta: -0.36
Omega: 5.06
Rho: 1.61
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.92%
1 Month  
+104.23%
3 Months  
+34.26%
YTD  
+178.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 0.89
1M High / 1M Low: 1.42 0.65
6M High / 6M Low: 1.52 0.33
High (YTD): 3/7/2024 1.52
Low (YTD): 1/17/2024 0.33
52W High: - -
52W Low: - -
Avg. price 1W:   1.09
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.56%
Volatility 6M:   205.18%
Volatility 1Y:   -
Volatility 3Y:   -