Morgan Stanley Call 170 NUE 20.12.../  DE000MB37UG5  /

Stuttgart
2024-06-19  9:19:04 PM Chg.- Bid8:01:18 AM Ask8:01:18 AM Underlying Strike price Expiration date Option type
0.720EUR - 0.740
Bid Size: 5,000
0.790
Ask Size: 5,000
Nucor Corporation 170.00 - 2024-12-20 Call
 

Master data

WKN: MB37UG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.34
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -2.51
Time value: 0.79
Break-even: 177.90
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.35
Theta: -0.04
Omega: 6.38
Rho: 0.21
 

Quote data

Open: 0.730
High: 0.730
Low: 0.720
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.77%
1 Month
  -55.83%
3 Months
  -78.89%
YTD
  -70.73%
1 Year
  -62.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.650
1M High / 1M Low: 1.650 0.650
6M High / 6M Low: 4.110 0.650
High (YTD): 2024-04-04 4.110
Low (YTD): 2024-06-13 0.650
52W High: 2024-04-04 4.110
52W Low: 2024-06-13 0.650
Avg. price 1W:   0.726
Avg. volume 1W:   0.000
Avg. price 1M:   1.156
Avg. volume 1M:   0.000
Avg. price 6M:   2.461
Avg. volume 6M:   0.000
Avg. price 1Y:   2.328
Avg. volume 1Y:   0.000
Volatility 1M:   123.63%
Volatility 6M:   120.16%
Volatility 1Y:   114.17%
Volatility 3Y:   -