Morgan Stanley Call 160 NUE 20.06.../  DE000MB7VH15  /

Stuttgart
7/5/2024  9:22:47 PM Chg.-0.13 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
1.68EUR -7.18% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 160.00 - 6/20/2025 Call
 

Master data

WKN: MB7VH1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 6/20/2025
Issue date: 6/26/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.35
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -1.81
Time value: 1.70
Break-even: 177.00
Moneyness: 0.89
Premium: 0.25
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.19%
Delta: 0.49
Theta: -0.04
Omega: 4.09
Rho: 0.50
 

Quote data

Open: 1.81
High: 1.81
Low: 1.68
Previous Close: 1.81
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.58%
1 Month
  -22.58%
3 Months
  -68.72%
YTD
  -53.33%
1 Year
  -46.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.68
1M High / 1M Low: 2.17 1.50
6M High / 6M Low: 5.46 1.50
High (YTD): 4/4/2024 5.46
Low (YTD): 6/25/2024 1.50
52W High: 4/4/2024 5.46
52W Low: 6/25/2024 1.50
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   3.51
Avg. volume 6M:   0.00
Avg. price 1Y:   3.30
Avg. volume 1Y:   0.00
Volatility 1M:   128.43%
Volatility 6M:   94.19%
Volatility 1Y:   87.64%
Volatility 3Y:   -