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Morgan Stanley Call 160 NUE 20.12.../  DE000MB37UF7  /

Stuttgart
2024-05-23  11:22:08 AM Chg.-0.08 Bid12:09:15 PM Ask12:09:15 PM Underlying Strike price Expiration date Option type
2.13EUR -3.62% 2.14
Bid Size: 1,000		 2.25
Ask Size: 1,000		 Nucor Corporation 160.00 - 2024-12-20 Call
 

Master data

WKN: MB37UF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.18
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -0.19
Time value: 2.20
Break-even: 182.00
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 1.85%
Delta: 0.58
Theta: -0.06
Omega: 4.16
Rho: 0.40
 

Quote data

Open: 2.13
High: 2.13
Low: 2.13
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.77%
1 Month
  -23.93%
3 Months
  -45.94%
YTD
  -29.24%
1 Year  
+17.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.47 2.11
1M High / 1M Low: 2.80 2.11
6M High / 6M Low: 4.83 1.97
High (YTD): 2024-04-04 4.83
Low (YTD): 2024-05-21 2.11
52W High: 2024-04-04 4.83
52W Low: 2023-10-23 1.51
Avg. price 1W:   2.27
Avg. volume 1W:   0.00
Avg. price 1M:   2.40
Avg. volume 1M:   0.00
Avg. price 6M:   3.21
Avg. volume 6M:   0.00
Avg. price 1Y:   2.88
Avg. volume 1Y:   0.00
Volatility 1M:   103.51%
Volatility 6M:   103.11%
Volatility 1Y:   100.76%
Volatility 3Y:   -