Morgan Stanley Call 160 NUE 20.06.../  DE000MB7VH15  /

Stuttgart
19/06/2024  18:53:35 Chg.- Bid08:45:22 Ask08:45:22 Underlying Strike price Expiration date Option type
1.77EUR - 1.80
Bid Size: 2,000
1.85
Ask Size: 2,000
Nucor Corporation 160.00 - 20/06/2025 Call
 

Master data

WKN: MB7VH1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 20/06/2025
Issue date: 26/06/2023
Last trading day: 20/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.51
Time value: 1.86
Break-even: 178.60
Moneyness: 0.91
Premium: 0.23
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 3.33%
Delta: 0.51
Theta: -0.04
Omega: 3.99
Rho: 0.56
 

Quote data

Open: 1.78
High: 1.78
Low: 1.77
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.93%
1 Month
  -39.18%
3 Months
  -62.74%
YTD
  -50.83%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.64
1M High / 1M Low: 2.93 1.64
6M High / 6M Low: 5.46 1.64
High (YTD): 04/04/2024 5.46
Low (YTD): 13/06/2024 1.64
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   2.30
Avg. volume 1M:   0.00
Avg. price 6M:   3.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.88%
Volatility 6M:   85.73%
Volatility 1Y:   -
Volatility 3Y:   -