Let $(X_i)_{i\in\mathbb{N}}$ be an iid sequence of random variables and $S_n:=\sum_{i=1}^n X_i$. Moreover, let $M_{X_1}$ denote the moment-generating function and $\Lambda:=\log M_{X_1}$. Define $$ I(x):=\sup_{\theta\geqslant 0}\left\{\theta x-\Lambda(\theta)\right\}. $$ Last, but not least $$ D:=\left\{x: I(x)<\infty\right\}, E:=\left\{\theta: \Lambda(\theta)<\infty\right\}. $$ Cramér's Theorem says that for each $x>\mathbb{E}(X_1)=:z$ with $x\in\text{int}(D)$, we have $$ \lim_{n\to\infty}\frac{1}{n}\ln P(S_n\geqslant nx)=-I(x). $$
Intuitively, I would think that this implies that $$ P(S_n\geqslant nx)\sim e^{-nI(x)}. $$ Indeed, I have read this in some books and papers.
Others say that this is false and say that $$ P(S_n\geqslant nx)\sim e^{-nI(x)+o(n)} $$ and again others write that $$ P(S_n\geqslant nx)=\Phi(n)e^{-nI(x)}\text{ with }\log\Phi(n)\in o(n). $$
I am a bit confused. Which version is correct?