Morgan Stanley Call 860 LRCX 20.09.2024
/ DE000ME1CP00
Morgan Stanley Call 860 LRCX 20.0.../ DE000ME1CP00 /
| 2024-05-31 6:42:51 PM |
Chg.-0.28 |
Bid6:44:29 PM |
Ask6:44:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-22.76% |
0.95
Bid Size: 100,000 |
0.98
Ask Size: 100,000 |
Lam Research Corpora... |
860.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CP0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 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: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.42 |
| Break-even: |
919.98 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.44% |
| Delta: |
0.74 |
| Theta: |
-0.32 |
| Omega: |
5.13 |
| Rho: |
1.60 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
0.95 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.57% |
| 1 Month |
|
|
-8.65% |
| 3 Months |
|
|
-33.57% |
| YTD |
|
|
+33.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.23 |
| 1M High / 1M Low: |
1.43 |
0.90 |
| 6M High / 6M Low: |
1.86 |
0.36 |
| High (YTD): |
2024-03-07 |
1.86 |
| Low (YTD): |
2024-01-17 |
0.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.40% |
| Volatility 6M: |
|
169.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
