Morgan Stanley Call 790 LRCX 20.09.2024
/ DE000ME1CNX8
Morgan Stanley Call 790 LRCX 20.0.../ DE000ME1CNX8 /
| 2024-05-31 6:42:51 PM |
Chg.-0.33 |
Bid8:57:09 PM |
Ask8:57:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-19.08% |
1.43
Bid Size: 100,000 |
1.46
Ask Size: 100,000 |
Lam Research Corpora... |
790.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CNX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
790.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.48 |
| Time value: |
0.27 |
| Break-even: |
904.36 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.74% |
| Delta: |
0.84 |
| Theta: |
-0.27 |
| Omega: |
4.21 |
| Rho: |
1.73 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.40 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
-4.76% |
| 3 Months |
|
|
-24.73% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.95 |
1.73 |
| 1M High / 1M Low: |
1.95 |
1.31 |
| 6M High / 6M Low: |
2.33 |
0.54 |
| High (YTD): |
2024-03-07 |
2.33 |
| Low (YTD): |
2024-01-17 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.78% |
| Volatility 6M: |
|
145.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
