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Morgan Stanley Call 160 NUE 21.06.../  DE000MD9UCA5  /

EUWAX
2024-05-10  9:06:45 PM Chg.+0.05 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.54EUR +3.36% -
Bid Size: -		 -
Ask Size: -		 Nucor Corporation 160.00 - 2024-06-21 Call
 

Master data

WKN: MD9UCA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-10-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.12
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.20
Implied volatility: 0.68
Historic volatility: 0.25
Parity: 0.20
Time value: 1.40
Break-even: 176.00
Moneyness: 1.01
Premium: 0.09
Premium p.a.: 1.09
Spread abs.: 0.04
Spread %: 2.56%
Delta: 0.57
Theta: -0.19
Omega: 5.81
Rho: 0.09
 

Quote data

Open: 1.58
High: 1.64
Low: 1.54
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.75%
1 Month
  -60.00%
3 Months
  -48.50%
YTD
  -33.33%
1 Year  
+17.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.22
1M High / 1M Low: 3.85 1.22
6M High / 6M Low: 4.07 1.18
High (YTD): 2024-04-08 4.07
Low (YTD): 2024-05-08 1.22
52W High: 2024-04-08 4.07
52W Low: 2023-10-23 0.92
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.44
Avg. volume 6M:   0.00
Avg. price 1Y:   2.17
Avg. volume 1Y:   0.00
Volatility 1M:   239.29%
Volatility 6M:   157.98%
Volatility 1Y:   142.95%
Volatility 3Y:   -