Morgan Stanley Call 1050 LRCX 20..../  DE000MB9BSN6  /

Stuttgart
2024-05-20  9:04:01 AM Chg.+0.010 Bid2024-05-20 Ask2024-05-20 Underlying Strike price Expiration date Option type
0.940EUR +1.08% 0.940
Bid Size: 3,750
0.970
Ask Size: 3,750
Lam Research Corpora... 1,050.00 USD 2025-06-20 Call
 

Master data

WKN: MB9BSN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,050.00 USD
Maturity: 2025-06-20
Issue date: 2023-08-01
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.65
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.27
Time value: 0.97
Break-even: 1,063.07
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 3.19%
Delta: 0.48
Theta: -0.20
Omega: 4.12
Rho: 3.30
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.08%
1 Month
  -1.05%
3 Months
  -17.54%
YTD  
+40.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.930
1M High / 1M Low: 1.120 0.870
6M High / 6M Low: 1.610 0.410
High (YTD): 2024-03-07 1.610
Low (YTD): 2024-01-05 0.490
52W High: - -
52W Low: - -
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.997
Avg. volume 1M:   0.000
Avg. price 6M:   0.940
Avg. volume 6M:   22.581
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.09%
Volatility 6M:   130.15%
Volatility 1Y:   -
Volatility 3Y:   -