Morgan Stanley Call 880 LRCX 20.0.../  DE000ME1CP18  /

Stuttgart
2024-05-30  6:24:57 PM Chg.-0.02 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
1.11EUR -1.77% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 880.00 USD 2024-09-20 Call
 

Master data

WKN: ME1CP1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 880.00 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: 7.67
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.68
Implied volatility: 0.37
Historic volatility: 0.30
Parity: 0.68
Time value: 0.47
Break-even: 929.73
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.68%
Delta: 0.71
Theta: -0.33
Omega: 5.43
Rho: 1.58
 

Quote data

Open: 1.09
High: 1.11
Low: 1.09
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.63%
1 Month  
+18.09%
3 Months
  -15.27%
YTD  
+73.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.30 1.13
1M High / 1M Low: 1.30 0.80
6M High / 6M Low: 1.74 0.32
High (YTD): 2024-03-07 1.74
Low (YTD): 2024-01-17 0.42
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   0.99
Avg. volume 6M:   8.06
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.10%
Volatility 6M:   176.58%
Volatility 1Y:   -
Volatility 3Y:   -