Morgan Stanley Call 940 LRCX 20.09.2024
/ DE000ME1Q5K0
Morgan Stanley Call 940 LRCX 20.0.../ DE000ME1Q5K0 /
| 6/13/2024 12:24:58 PM |
Chg.+0.02 |
Bid12:55:11 PM |
Ask12:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+1.55% |
1.32
Bid Size: 2,000 |
1.35
Ask Size: 2,000 |
Lam Research Corpora... |
940.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME1Q5K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
940.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.90 |
| Time value: |
0.43 |
| Break-even: |
1,002.34 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
0.74 |
| Theta: |
-0.38 |
| Omega: |
5.33 |
| Rho: |
1.56 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.82% |
| 1 Month |
|
|
+111.29% |
| 3 Months |
|
|
+32.32% |
| YTD |
|
|
+178.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
0.79 |
| 1M High / 1M Low: |
1.29 |
0.56 |
| 6M High / 6M Low: |
1.41 |
0.29 |
| High (YTD): |
3/7/2024 |
1.41 |
| Low (YTD): |
1/17/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.33% |
| Volatility 6M: |
|
213.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
