Morgan Stanley Call 160 NUE 19.12.2025
/ DE000MG87NR1
Morgan Stanley Call 160 NUE 19.12.../ DE000MG87NR1 /
08/11/2024 20:59:19 |
Chg.-0.32 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
2.17EUR |
-12.85% |
- Bid Size: - |
- Ask Size: - |
Nucor Corporation |
160.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
MG87NR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
29/07/2024 |
Last trading day: |
19/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.99 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.29 |
Parity: |
-0.11 |
Time value: |
2.28 |
Break-even: |
172.09 |
Moneyness: |
0.99 |
Premium: |
0.16 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.08 |
Spread %: |
3.64% |
Delta: |
0.60 |
Theta: |
-0.03 |
Omega: |
3.90 |
Rho: |
0.73 |
Quote data
Open: |
2.30 |
High: |
2.30 |
Low: |
2.17 |
Previous Close: |
2.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+47.62% |
1 Month |
|
|
+13.02% |
3 Months |
|
|
+26.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.49 |
1.43 |
1M High / 1M Low: |
2.49 |
1.27 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.98 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |