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Morgan Stanley Call 1100 LRCX 20..../  DE000MB9DDF0  /

Stuttgart
2024-05-31  9:20:46 AM Chg.-0.020 Bid10:52:28 AM Ask10:52:28 AM Underlying Strike price Expiration date Option type
0.510EUR -3.77% 0.490
Bid Size: 2,000		 0.520
Ask Size: 2,000		 Lam Research Corpora... 1,100.00 USD 2024-12-20 Call
 

Master data

WKN: MB9DDF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 1,100.00 USD
Maturity: 2024-12-20
Issue date: 2023-08-01
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 15.96
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.38
Time value: 0.55
Break-even: 1,070.56
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 5.77%
Delta: 0.38
Theta: -0.26
Omega: 6.02
Rho: 1.54
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.39%
1 Month  
+6.25%
3 Months
  -28.17%
YTD  
+54.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.530
1M High / 1M Low: 0.610 0.380
6M High / 6M Low: 1.020 0.174
High (YTD): 2024-03-07 1.020
Low (YTD): 2024-01-15 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   0.514
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.78%
Volatility 6M:   186.56%
Volatility 1Y:   -
Volatility 3Y:   -