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

Stuttgart
2024-07-05  8:50:40 PM Chg.-0.060 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
0.660EUR -8.33% -
Bid Size: -
-
Ask Size: -
Nucor Corporation 170.00 - 2024-12-20 Call
 

Master data

WKN: MB37UG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.18
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -2.81
Time value: 0.67
Break-even: 176.70
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.61
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.31
Theta: -0.04
Omega: 6.66
Rho: 0.17
 

Quote data

Open: 0.730
High: 0.730
Low: 0.640
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.81%
1 Month
  -34.65%
3 Months
  -83.46%
YTD
  -73.17%
1 Year
  -74.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.660
1M High / 1M Low: 0.860 0.580
6M High / 6M Low: 4.110 0.580
High (YTD): 2024-04-04 4.110
Low (YTD): 2024-06-25 0.580
52W High: 2024-04-04 4.110
52W Low: 2024-06-25 0.580
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   0.739
Avg. volume 1M:   0.000
Avg. price 6M:   2.295
Avg. volume 6M:   0.000
Avg. price 1Y:   2.251
Avg. volume 1Y:   0.000
Volatility 1M:   192.52%
Volatility 6M:   134.29%
Volatility 1Y:   120.76%
Volatility 3Y:   -