Morgan Stanley Call 210 NUE 20.12.../  DE000MB37UM3  /

Stuttgart
2024-06-19  9:19:04 PM Chg.- Bid10:18:32 AM Ask10:18:32 AM Underlying Strike price Expiration date Option type
0.108EUR - 0.121
Bid Size: 1,000
0.207
Ask Size: 1,000
Nucor Corporation 210.00 - 2024-12-20 Call
 

Master data

WKN: MB37UM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 71.69
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.24
Parity: -6.52
Time value: 0.20
Break-even: 212.02
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 1.14
Spread abs.: 0.09
Spread %: 87.04%
Delta: 0.12
Theta: -0.02
Omega: 8.48
Rho: 0.08
 

Quote data

Open: 0.109
High: 0.109
Low: 0.108
Previous Close: 0.128
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.09%
1 Month
  -70.81%
3 Months
  -92.06%
YTD
  -88.51%
1 Year
  -88.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.146 0.108
1M High / 1M Low: 0.380 0.108
6M High / 6M Low: 1.810 0.108
High (YTD): 2024-04-04 1.810
Low (YTD): 2024-06-19 0.108
52W High: 2024-04-04 1.810
52W Low: 2024-06-19 0.108
Avg. price 1W:   0.126
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.886
Avg. volume 6M:   0.000
Avg. price 1Y:   0.941
Avg. volume 1Y:   0.000
Volatility 1M:   155.07%
Volatility 6M:   176.48%
Volatility 1Y:   157.22%
Volatility 3Y:   -