Morgan Stanley Call 150 NUE 20.12.2024
/ DE000MG5TDV6
Morgan Stanley Call 150 NUE 20.12.../ DE000MG5TDV6 /
| 31/07/2024 11:26:56 |
Chg.+0.02 |
Bid16:00:38 |
Ask16:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+1.13% |
1.83
Bid Size: 50,000 |
1.86
Ask Size: 50,000 |
Nucor Corporation |
150.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
MG5TDV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/06/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.87 |
| Time value: |
0.92 |
| Break-even: |
156.59 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
5.59 |
| Rho: |
0.32 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.23% |
| 1 Month |
|
|
-2.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.54 |
| 1M High / 1M Low: |
2.28 |
1.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
