Morgan Stanley Call 920 LRCX 20.09.2024
/ DE000ME1CP26
Morgan Stanley Call 920 LRCX 20.0.../ DE000ME1CP26 /
2024-05-17 6:52:49 PM |
Chg.- |
Bid9:38:02 AM |
Ask9:38:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
- |
0.670 Bid Size: 3,750 |
0.700 Ask Size: 3,750 |
Lam Research Corpora... |
920.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME1CP2 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Lam Research Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
920.00 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: |
11.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.30 |
Parity: |
-0.07 |
Time value: |
0.70 |
Break-even: |
916.46 |
Moneyness: |
0.99 |
Premium: |
0.09 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
4.48% |
Delta: |
0.55 |
Theta: |
-0.31 |
Omega: |
6.58 |
Rho: |
1.34 |
Quote data
Open: |
0.830 |
High: |
0.830 |
Low: |
0.710 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.41% |
3 Months |
|
|
-22.83% |
YTD |
|
|
+36.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.670 |
1M High / 1M Low: |
0.900 |
0.630 |
6M High / 6M Low: |
1.520 |
0.250 |
High (YTD): |
2024-03-07 |
1.520 |
Low (YTD): |
2024-01-17 |
0.330 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.764 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.754 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.773 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.67% |
Volatility 6M: |
|
188.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |