Morgan Stanley Call 880 LRCX 20.09.2024
/ DE000ME1CP18
Morgan Stanley Call 880 LRCX 20.0.../ DE000ME1CP18 /
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: |
|
- |