Morgan Stanley Call 160 NUE 20.12.../  DE000MB37UF7  /

Stuttgart
2024-06-19  9:19:04 PM Chg.-0.02 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
1.10EUR -1.79% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 160.00 - 2024-12-20 Call
 

Master data

WKN: MB37UF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.39
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -1.51
Time value: 1.17
Break-even: 171.70
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.40
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.44
Theta: -0.05
Omega: 5.50
Rho: 0.27
 

Quote data

Open: 1.11
High: 1.11
Low: 1.10
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -49.54%
3 Months
  -73.04%
YTD
  -63.46%
1 Year
  -52.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 0.99
1M High / 1M Low: 2.21 0.99
6M High / 6M Low: 4.83 0.99
High (YTD): 2024-04-04 4.83
Low (YTD): 2024-06-13 0.99
52W High: 2024-04-04 4.83
52W Low: 2024-06-13 0.99
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.63
Avg. volume 1M:   0.00
Avg. price 6M:   3.05
Avg. volume 6M:   0.00
Avg. price 1Y:   2.84
Avg. volume 1Y:   0.00
Volatility 1M:   109.91%
Volatility 6M:   102.88%
Volatility 1Y:   101.16%
Volatility 3Y:   -