Morgan Stanley Call 1080 LRCX 20..../  DE000ME24C34  /

Stuttgart
2024-05-17  8:07:19 PM Chg.-0.150 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.450EUR -25.00% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 1,080.00 USD 2024-12-20 Call
 

Master data

WKN: ME24C3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,080.00 USD
Maturity: 2024-12-20
Issue date: 2023-10-16
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 17.48
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -1.55
Time value: 0.48
Break-even: 1,041.67
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.35
Theta: -0.23
Omega: 6.13
Rho: 1.46
 

Quote data

Open: 0.560
High: 0.560
Low: 0.450
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month
  -6.25%
3 Months
  -31.82%
YTD  
+25.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.440
1M High / 1M Low: 0.600 0.430
6M High / 6M Low: 1.080 0.185
High (YTD): 2024-03-07 1.080
Low (YTD): 2024-01-17 0.226
52W High: - -
52W Low: - -
Avg. price 1W:   0.498
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.34%
Volatility 6M:   180.91%
Volatility 1Y:   -
Volatility 3Y:   -