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

Stuttgart
2024-05-17  8:57:21 PM Chg.-0.130 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.400EUR -24.53% -
Bid Size: -		 -
Ask Size: -		 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: 19.07
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.73
Time value: 0.44
Break-even: 1,056.08
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.33
Theta: -0.22
Omega: 6.26
Rho: 1.37
 

Quote data

Open: 0.500
High: 0.500
Low: 0.400
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.09%
3 Months
  -35.48%
YTD  
+21.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.400
1M High / 1M Low: 0.540 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:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.459
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.99%
Volatility 6M:   185.14%
Volatility 1Y:   -
Volatility 3Y:   -