Morgan Stanley Call 850 LRCX 20.12.2024
/ DE000ME24BY0
Morgan Stanley Call 850 LRCX 20.1.../ DE000ME24BY0 /
| 2024-05-17 8:07:19 PM |
Chg.-0.27 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-16.88% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
850.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME24BY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 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: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.57 |
| Time value: |
0.79 |
| Break-even: |
918.06 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
0.68 |
| Theta: |
-0.25 |
| Omega: |
4.19 |
| Rho: |
2.56 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.33 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.75% |
| 1 Month |
|
|
+4.72% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.30 |
| 1M High / 1M Low: |
1.60 |
1.23 |
| 6M High / 6M Low: |
2.14 |
0.52 |
| High (YTD): |
2024-03-07 |
2.14 |
| Low (YTD): |
2024-01-17 |
0.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.33% |
| Volatility 6M: |
|
134.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
