Morgan Stanley Call 170 NUE 20.06.../  DE000MB7VH23  /

Stuttgart
9/17/2024  1:16:41 PM Chg.-0.010 Bid4:33:12 PM Ask4:33:12 PM Underlying Strike price Expiration date Option type
0.710EUR -1.39% 0.740
Bid Size: 25,000
0.770
Ask Size: 25,000
Nucor Corporation 170.00 - 6/20/2025 Call
 

Master data

WKN: MB7VH2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 6/20/2025
Issue date: 6/26/2023
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.13
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.23
Parity: -4.15
Time value: 0.75
Break-even: 177.50
Moneyness: 0.76
Premium: 0.38
Premium p.a.: 0.53
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.30
Theta: -0.03
Omega: 5.17
Rho: 0.24
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.720
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month
  -12.35%
3 Months
  -47.41%
YTD
  -76.95%
1 Year
  -72.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.510
1M High / 1M Low: 0.980 0.510
6M High / 6M Low: 4.800 0.510
High (YTD): 4/4/2024 4.800
Low (YTD): 9/11/2024 0.510
52W High: 4/4/2024 4.800
52W Low: 9/11/2024 0.510
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   2.062
Avg. volume 6M:   0.000
Avg. price 1Y:   2.397
Avg. volume 1Y:   0.000
Volatility 1M:   242.68%
Volatility 6M:   150.92%
Volatility 1Y:   125.29%
Volatility 3Y:   -