Morgan Stanley Call 1000 LRCX 20..../  DE000ME17UY4  /

Stuttgart
2024-05-30  5:54:15 PM Chg.-0.050 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.510EUR -8.93% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,000.00 USD 2024-09-20 Call
 

Master data

WKN: ME17UY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,000.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.05
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.43
Time value: 0.55
Break-even: 980.83
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.47
Theta: -0.34
Omega: 7.47
Rho: 1.10
 

Quote data

Open: 0.500
High: 0.510
Low: 0.500
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.73%
1 Month  
+8.51%
3 Months
  -33.77%
YTD  
+45.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.510
1M High / 1M Low: 0.660 0.360
6M High / 6M Low: 1.140 0.164
High (YTD): 2024-03-07 1.140
Low (YTD): 2024-01-17 0.208
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   0.542
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.61%
Volatility 6M:   211.96%
Volatility 1Y:   -
Volatility 3Y:   -