Morgan Stanley Call 140 NUE 21.03.../  DE000MG9DMM2  /

Stuttgart
10/8/2024  8:58:17 AM Chg.-0.04 Bid12:45:18 PM Ask12:45:18 PM Underlying Strike price Expiration date Option type
2.03EUR -1.93% 1.89
Bid Size: 1,000
2.02
Ask Size: 1,000
Nucor Corporation 140.00 USD 3/21/2025 Call
 

Master data

WKN: MG9DMM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 3/21/2025
Issue date: 8/13/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.57
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.16
Implied volatility: 0.38
Historic volatility: 0.24
Parity: 1.16
Time value: 0.96
Break-even: 148.77
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.16
Spread abs.: 0.07
Spread %: 3.41%
Delta: 0.70
Theta: -0.04
Omega: 4.60
Rho: 0.34
 

Quote data

Open: 2.03
High: 2.03
Low: 2.03
Previous Close: 2.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.25%
1 Month  
+53.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.12 1.93
1M High / 1M Low: 2.12 1.15
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.02
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -