Morgan Stanley Call 170 NUE 20.12.2024
/ DE000MB37UG5
Morgan Stanley Call 170 NUE 20.12.../ DE000MB37UG5 /
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: |
|
- |