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

Stuttgart
2024-06-05  5:52:08 PM Chg.+0.01 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.07EUR +0.94% -
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: 13.97
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.24
Parity: -2.19
Time value: 1.06
Break-even: 180.60
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 3.92%
Delta: 0.40
Theta: -0.05
Omega: 5.59
Rho: 0.26
 

Quote data

Open: 1.00
High: 1.07
Low: 1.00
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.57%
1 Month
  -42.16%
3 Months
  -64.33%
YTD
  -56.50%
1 Year
  -39.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.40 1.06
1M High / 1M Low: 1.91 1.06
6M High / 6M Low: 4.11 1.06
High (YTD): 2024-04-04 4.11
Low (YTD): 2024-06-04 1.06
52W High: 2024-04-04 4.11
52W Low: 2024-06-04 1.06
Avg. price 1W:   1.27
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   2.57
Avg. volume 6M:   0.00
Avg. price 1Y:   2.37
Avg. volume 1Y:   0.00
Volatility 1M:   93.89%
Volatility 6M:   117.95%
Volatility 1Y:   111.55%
Volatility 3Y:   -