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

Stuttgart
2024-05-17  6:04:58 PM Chg.- Bid8:19:16 AM Ask8:19:16 AM Underlying Strike price Expiration date Option type
0.440EUR - 0.380
Bid Size: 3,750
0.410
Ask Size: 3,750
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: 20.46
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.81
Time value: 0.41
Break-even: 960.76
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.39
Theta: -0.29
Omega: 7.89
Rho: 0.95
 

Quote data

Open: 0.490
High: 0.490
Low: 0.440
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+7.32%
3 Months
  -31.25%
YTD  
+25.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.390
1M High / 1M Low: 0.560 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:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.05%
Volatility 6M:   209.54%
Volatility 1Y:   -
Volatility 3Y:   -