Morgan Stanley Call 160 NUE 20.12.2024
/ DE000MB37UF7
Morgan Stanley Call 160 NUE 20.12.../ DE000MB37UF7 /
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: |
|
- |