Morgan Stanley Call 160 NUE 20.09.2024
/ DE000ME2FAR8
Morgan Stanley Call 160 NUE 20.09.../ DE000ME2FAR8 /
| 7/15/2024 6:37:03 PM |
Chg.- |
Bid10:04:06 AM |
Ask10:04:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
- |
1.08
Bid Size: 1,000 |
1.19
Ask Size: 1,000 |
Nucor Corporation |
160.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2FAR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Nucor Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.45 |
| Time value: |
0.71 |
| Break-even: |
158.41 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
3.57% |
| Delta: |
0.63 |
| Theta: |
-0.07 |
| Omega: |
8.18 |
| Rho: |
0.15 |
Quote data
| Open: |
1.02 |
| High: |
1.21 |
| Low: |
1.02 |
| Previous Close: |
0.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+157.45% |
| 1 Month |
|
|
+72.86% |
| 3 Months |
|
|
-67.47% |
| YTD |
|
|
-54.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.21 |
0.47 |
| 1M High / 1M Low: |
1.21 |
0.43 |
| 6M High / 6M Low: |
4.49 |
0.43 |
| High (YTD): |
4/4/2024 |
4.49 |
| Low (YTD): |
6/25/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.50% |
| Volatility 6M: |
|
176.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
