Morgan Stanley Call 210 NUE 20.12.../  DE000MB37UM3  /

Stuttgart
2024-05-23  11:22:09 AM Chg.-0.030 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.350EUR -7.89% 0.350
Bid Size: 1,000
0.450
Ask Size: 1,000
Nucor Corporation 210.00 - 2024-12-20 Call
 

Master data

WKN: MB37UM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.51
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -5.19
Time value: 0.40
Break-even: 214.00
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 0.69
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.19
Theta: -0.03
Omega: 7.69
Rho: 0.15
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.53%
1 Month
  -46.97%
3 Months
  -73.08%
YTD
  -62.77%
1 Year
  -52.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 0.660 0.340
6M High / 6M Low: 1.810 0.340
High (YTD): 2024-04-04 1.810
Low (YTD): 2024-05-21 0.340
52W High: 2024-04-04 1.810
52W Low: 2024-05-21 0.340
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   0.972
Avg. volume 6M:   0.000
Avg. price 1Y:   0.989
Avg. volume 1Y:   0.000
Volatility 1M:   187.18%
Volatility 6M:   178.29%
Volatility 1Y:   154.33%
Volatility 3Y:   -