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

Stuttgart
2024-07-26  8:56:39 PM Chg.+0.17 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
1.31EUR +14.91% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 160.00 - 2024-12-20 Call
 

Master data

WKN: MB37UF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.23
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -1.18
Time value: 1.32
Break-even: 173.20
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 2.33%
Delta: 0.47
Theta: -0.06
Omega: 5.30
Rho: 0.23
 

Quote data

Open: 1.11
High: 1.31
Low: 1.11
Previous Close: 1.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.25%
1 Month  
+1.55%
3 Months
  -51.66%
YTD
  -56.48%
1 Year
  -59.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.03
1M High / 1M Low: 1.65 0.89
6M High / 6M Low: 4.83 0.89
High (YTD): 2024-04-04 4.83
Low (YTD): 2024-07-09 0.89
52W High: 2024-04-04 4.83
52W Low: 2024-07-09 0.89
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.27
Avg. volume 1M:   0.00
Avg. price 6M:   2.72
Avg. volume 6M:   0.00
Avg. price 1Y:   2.65
Avg. volume 1Y:   0.00
Volatility 1M:   193.68%
Volatility 6M:   133.77%
Volatility 1Y:   115.67%
Volatility 3Y:   -