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

Stuttgart
2024-05-17  6:52:49 PM Chg.-0.220 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.910EUR -19.47% -
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: 9.32
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.30
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 0.30
Time value: 0.60
Break-even: 899.66
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 3.45%
Delta: 0.63
Theta: -0.31
Omega: 5.90
Rho: 1.51
 

Quote data

Open: 1.050
High: 1.050
Low: 0.910
Previous Close: 1.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month  
+7.06%
3 Months
  -17.27%
YTD  
+42.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.860
1M High / 1M Low: 1.130 0.800
6M High / 6M Low: 1.740 0.320
High (YTD): 2024-03-07 1.740
Low (YTD): 2024-01-17 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.970
Avg. volume 1W:   0.000
Avg. price 1M:   0.951
Avg. volume 1M:   0.000
Avg. price 6M:   0.934
Avg. volume 6M:   8.065
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   180.19%
Volatility 6M:   176.58%
Volatility 1Y:   -
Volatility 3Y:   -