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Morgan Stanley Call 220 NUE 20.12.../  DE000MB37UN1  /

Stuttgart
2024-05-23  11:22:09 AM Chg.-0.030 Bid1:47:05 PM Ask1:47:05 PM Underlying Strike price Expiration date Option type
0.230EUR -11.54% 0.240
Bid Size: 1,000		 0.340
Ask Size: 1,000		 Nucor Corporation 220.00 - 2024-12-20 Call
 

Master data

WKN: MB37UN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-12-20
Issue date: 2023-02-03
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.45
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -6.19
Time value: 0.28
Break-even: 222.80
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.15
Theta: -0.02
Omega: 8.29
Rho: 0.12
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.30%
1 Month
  -51.06%
3 Months
  -77.00%
YTD
  -68.06%
1 Year
  -62.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.230
1M High / 1M Low: 0.470 0.230
6M High / 6M Low: 1.420 0.230
High (YTD): 2024-04-04 1.420
Low (YTD): 2024-05-21 0.230
52W High: 2024-04-04 1.420
52W Low: 2024-05-21 0.230
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.326
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   0.783
Avg. volume 1Y:   0.000
Volatility 1M:   197.22%
Volatility 6M:   178.15%
Volatility 1Y:   155.21%
Volatility 3Y:   -