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

Stuttgart
02/09/2024  11:06:37 Chg.-0.010 Bid11:52:54 Ask11:52:54 Underlying Strike price Expiration date Option type
0.350EUR -2.78% 0.350
Bid Size: 10,000		 0.450
Ask Size: 7,500		 Nucor Corporation 170.00 - 20/12/2024 Call
 

Master data

WKN: MB37UG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 20/12/2024
Issue date: 03/02/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.75
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.24
Parity: -3.25
Time value: 0.42
Break-even: 174.20
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 1.21
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.24
Theta: -0.05
Omega: 7.85
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -32.69%
3 Months
  -72.66%
YTD
  -85.77%
1 Year
  -88.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.520 0.218
6M High / 6M Low: 4.110 0.218
High (YTD): 04/04/2024 4.110
Low (YTD): 14/08/2024 0.218
52W High: 04/04/2024 4.110
52W Low: 14/08/2024 0.218
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   1.632
Avg. volume 6M:   0.000
Avg. price 1Y:   1.904
Avg. volume 1Y:   0.000
Volatility 1M:   263.23%
Volatility 6M:   190.17%
Volatility 1Y:   156.89%
Volatility 3Y:   -