Morgan Stanley Call 180 NUE 20.12.../  DE000MB37UH3  /

Stuttgart
6/19/2024  9:19:04 PM Chg.- Bid8:01:18 AM Ask8:01:18 AM Underlying Strike price Expiration date Option type
0.450EUR - 0.470
Bid Size: 7,500
0.520
Ask Size: 6,250
Nucor Corporation 180.00 - 12/20/2024 Call
 

Master data

WKN: MB37UH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.87
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -3.51
Time value: 0.52
Break-even: 185.20
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.26
Theta: -0.04
Omega: 7.26
Rho: 0.16
 

Quote data

Open: 0.460
High: 0.460
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month
  -61.21%
3 Months
  -83.87%
YTD
  -77.16%
1 Year
  -72.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.410
1M High / 1M Low: 1.180 0.410
6M High / 6M Low: 3.430 0.410
High (YTD): 4/4/2024 3.430
Low (YTD): 6/13/2024 0.410
52W High: 4/4/2024 3.430
52W Low: 6/13/2024 0.410
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   1.951
Avg. volume 6M:   0.000
Avg. price 1Y:   1.884
Avg. volume 1Y:   0.000
Volatility 1M:   136.75%
Volatility 6M:   135.22%
Volatility 1Y:   125.20%
Volatility 3Y:   -