Morgan Stanley Call 160 NUE 20.12.../  DE000MB37UF7  /

Stuttgart
18/10/2024  11:36:56 Chg.+0.030 Bid13:57:55 Ask13:57:55 Underlying Strike price Expiration date Option type
0.820EUR +3.80% 0.830
Bid Size: 1,000
0.930
Ask Size: 1,000
Nucor Corporation 160.00 - 20/12/2024 Call
 

Master data

WKN: MB37UF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 20/12/2024
Issue date: 03/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.59
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.24
Parity: -1.40
Time value: 0.83
Break-even: 168.30
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.28
Spread abs.: 0.03
Spread %: 3.75%
Delta: 0.40
Theta: -0.11
Omega: 6.98
Rho: 0.09
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.790
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.43%
1 Month  
+127.78%
3 Months
  -49.69%
YTD
  -72.76%
1 Year
  -54.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.540
1M High / 1M Low: 0.790 0.360
6M High / 6M Low: 4.100 0.219
High (YTD): 04/04/2024 4.830
Low (YTD): 11/09/2024 0.219
52W High: 04/04/2024 4.830
52W Low: 11/09/2024 0.219
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.229
Avg. volume 6M:   0.000
Avg. price 1Y:   2.126
Avg. volume 1Y:   0.000
Volatility 1M:   278.50%
Volatility 6M:   228.71%
Volatility 1Y:   175.23%
Volatility 3Y:   -