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

Stuttgart
16/07/2024  11:30:46 Chg.-0.04 Bid13:12:40 Ask13:12:40 Underlying Strike price Expiration date Option type
1.61EUR -2.42% 1.63
Bid Size: 1,000
1.73
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: 9.17
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.24
Parity: -0.87
Time value: 1.65
Break-even: 176.50
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 1.85%
Delta: 0.51
Theta: -0.07
Omega: 4.70
Rho: 0.26
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.90%
1 Month  
+36.44%
3 Months
  -60.34%
YTD
  -46.51%
1 Year
  -48.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 0.89
1M High / 1M Low: 1.65 0.89
6M High / 6M Low: 4.83 0.89
High (YTD): 04/04/2024 4.83
Low (YTD): 09/07/2024 0.89
52W High: 04/04/2024 4.83
52W Low: 09/07/2024 0.89
Avg. price 1W:   1.23
Avg. volume 1W:   0.00
Avg. price 1M:   1.14
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   2.72
Avg. volume 1Y:   0.00
Volatility 1M:   197.78%
Volatility 6M:   128.47%
Volatility 1Y:   113.19%
Volatility 3Y:   -