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

Stuttgart
9/17/2024  11:42:47 AM Chg.0.000 Bid3:50:45 PM Ask3:50:45 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.370
Bid Size: 25,000		 0.430
Ask Size: 25,000		 Nucor Corporation 160.00 - 12/20/2024 Call
 

Master data

WKN: MB37UF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -3.15
Time value: 0.41
Break-even: 164.10
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.59
Spread abs.: 0.04
Spread %: 10.81%
Delta: 0.24
Theta: -0.06
Omega: 7.54
Rho: 0.07
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.13%
1 Month
  -26.53%
3 Months
  -67.27%
YTD
  -88.04%
1 Year
  -86.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.219
1M High / 1M Low: 0.660 0.219
6M High / 6M Low: 4.830 0.219
High (YTD): 4/4/2024 4.830
Low (YTD): 9/11/2024 0.219
52W High: 4/4/2024 4.830
52W Low: 9/11/2024 0.219
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   1.866
Avg. volume 6M:   0.000
Avg. price 1Y:   2.282
Avg. volume 1Y:   0.000
Volatility 1M:   318.37%
Volatility 6M:   198.39%
Volatility 1Y:   158.32%
Volatility 3Y:   -