Morgan Stanley Call 820 LRCX 20.09.2024
/ DE000ME1CNY6
Morgan Stanley Call 820 LRCX 20.0.../ DE000ME1CNY6 /
| 2024-05-17 6:52:50 PM |
Chg.-0.25 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
-16.45% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
820.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CNY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 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: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
0.85 |
| Time value: |
0.40 |
| Break-even: |
879.46 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
2.46% |
| Delta: |
0.75 |
| Theta: |
-0.28 |
| Omega: |
5.01 |
| Rho: |
1.72 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.27 |
| Previous Close: |
1.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
+10.43% |
| 3 Months |
|
|
-10.56% |
| YTD |
|
|
+45.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.21 |
| 1M High / 1M Low: |
1.52 |
1.11 |
| 6M High / 6M Low: |
2.12 |
0.46 |
| High (YTD): |
2024-03-07 |
2.12 |
| Low (YTD): |
2024-01-17 |
0.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.79% |
| Volatility 6M: |
|
155.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
