Morgan Stanley Call 160 NUE 20.09.../  DE000ME2FAR8  /

Stuttgart
2024-07-26  6:06:51 PM Chg.+0.150 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.760EUR +24.59% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 160.00 USD 2024-09-20 Call
 

Master data

WKN: ME2FAR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-23
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.76
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.08
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.08
Time value: 0.71
Break-even: 155.29
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 3.95%
Delta: 0.56
Theta: -0.07
Omega: 10.51
Rho: 0.11
 

Quote data

Open: 0.610
High: 0.760
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.21%
1 Month
  -6.17%
3 Months
  -65.61%
YTD
  -71.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.590
1M High / 1M Low: 1.210 0.470
6M High / 6M Low: 4.490 0.430
High (YTD): 2024-04-04 4.490
Low (YTD): 2024-06-25 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.785
Avg. volume 1M:   0.000
Avg. price 6M:   2.299
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.09%
Volatility 6M:   184.60%
Volatility 1Y:   -
Volatility 3Y:   -