Morgan Stanley Call 200 NUE 21.03.../  DE000MG100S9  /

Stuttgart
2024-06-20  12:06:11 PM Chg.+0.050 Bid2024-06-20 Ask2024-06-20 Underlying Strike price Expiration date Option type
0.380EUR +15.15% 0.380
Bid Size: 10,000
0.470
Ask Size: 7,500
Nucor Corporation 200.00 USD 2025-03-21 Call
 

Master data

WKN: MG100S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.48
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -4.13
Time value: 0.46
Break-even: 190.70
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.44
Spread abs.: 0.13
Spread %: 39.39%
Delta: 0.23
Theta: -0.02
Omega: 7.38
Rho: 0.22
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.58%
1 Month
  -55.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.310
1M High / 1M Low: 0.850 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.569
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -