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

Stuttgart
2024-06-27  5:30:59 PM Chg.+0.06 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.07EUR +5.94% -
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: 13.53
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.53
Time value: 1.07
Break-even: 170.70
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 1.90%
Delta: 0.43
Theta: -0.05
Omega: 5.84
Rho: 0.25
 

Quote data

Open: 1.01
High: 1.07
Low: 1.01
Previous Close: 1.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.01%
1 Month
  -49.77%
3 Months
  -76.06%
YTD
  -64.45%
1 Year
  -63.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 0.91
1M High / 1M Low: 2.13 0.91
6M High / 6M Low: 4.83 0.91
High (YTD): 2024-04-04 4.83
Low (YTD): 2024-06-25 0.91
52W High: 2024-04-04 4.83
52W Low: 2024-06-25 0.91
Avg. price 1W:   1.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.36
Avg. volume 1M:   0.00
Avg. price 6M:   2.96
Avg. volume 6M:   0.00
Avg. price 1Y:   2.81
Avg. volume 1Y:   0.00
Volatility 1M:   145.76%
Volatility 6M:   110.15%
Volatility 1Y:   104.30%
Volatility 3Y:   -