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Morgan Stanley Call 170 NUE 20.12.../  DE000MB37UG5  /

Stuttgart
7/26/2024  8:56:38 PM Chg.+0.120 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.860EUR +16.22% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 170.00 - 12/20/2024 Call
 

Master data

WKN: MB37UG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 12/20/2024
Issue date: 2/3/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.65
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -2.18
Time value: 0.89
Break-even: 178.90
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 0.60
Spread abs.: 0.04
Spread %: 4.71%
Delta: 0.37
Theta: -0.06
Omega: 6.22
Rho: 0.19
 

Quote data

Open: 0.710
High: 0.860
Low: 0.710
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.10%
1 Month     0.00%
3 Months
  -59.05%
YTD
  -65.04%
1 Year
  -68.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.660
1M High / 1M Low: 1.160 0.570
6M High / 6M Low: 4.110 0.570
High (YTD): 4/4/2024 4.110
Low (YTD): 7/9/2024 0.570
52W High: 4/4/2024 4.110
52W Low: 7/9/2024 0.570
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.848
Avg. volume 1M:   0.000
Avg. price 6M:   2.156
Avg. volume 6M:   0.000
Avg. price 1Y:   2.143
Avg. volume 1Y:   0.000
Volatility 1M:   225.48%
Volatility 6M:   156.10%
Volatility 1Y:   132.09%
Volatility 3Y:   -