Morgan Stanley Call 190 NUE 20.12.2024
/ DE000MB37UJ9
Morgan Stanley Call 190 NUE 20.12.../ DE000MB37UJ9 /
2024-06-05 5:52:09 PM |
Chg.+0.010 |
Bid9:46:02 PM |
Ask9:46:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+2.13% |
0.440 Bid Size: 25,000 |
0.480 Ask Size: 25,000 |
Nucor Corporation |
190.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB37UJ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Nucor Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
190.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-03 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.24 |
Parity: |
-4.19 |
Time value: |
0.48 |
Break-even: |
194.80 |
Moneyness: |
0.78 |
Premium: |
0.32 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.03 |
Spread %: |
6.67% |
Delta: |
0.23 |
Theta: |
-0.03 |
Omega: |
7.25 |
Rho: |
0.16 |
Quote data
Open: |
0.420 |
High: |
0.480 |
Low: |
0.420 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.27% |
1 Month |
|
|
-52.00% |
3 Months |
|
|
-75.13% |
YTD |
|
|
-69.23% |
1 Year |
|
|
-60.66% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.470 |
1M High / 1M Low: |
1.000 |
0.470 |
6M High / 6M Low: |
2.820 |
0.470 |
High (YTD): |
2024-04-04 |
2.820 |
Low (YTD): |
2024-06-04 |
0.470 |
52W High: |
2024-04-04 |
2.820 |
52W Low: |
2024-06-04 |
0.470 |
Avg. price 1W: |
|
0.586 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.606 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.551 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
116.97% |
Volatility 6M: |
|
139.22% |
Volatility 1Y: |
|
128.97% |
Volatility 3Y: |
|
- |