Morgan Stanley Call 230 NUE 20.12.../  DE000MB46EL0  /

Stuttgart
2024-06-05  8:08:09 AM Chg.-0.033 Bid1:07:51 PM Ask1:07:51 PM Underlying Strike price Expiration date Option type
0.074EUR -30.84% 0.073
Bid Size: 1,000
0.164
Ask Size: 1,000
Nucor Corporation 230.00 - 2024-12-20 Call
 

Master data

WKN: MB46EL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Nucor Corporation
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -8.19
Time value: 0.13
Break-even: 231.25
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 1.27
Spread abs.: 0.02
Spread %: 22.55%
Delta: 0.08
Theta: -0.02
Omega: 9.14
Rho: 0.06
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.107
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.38%
1 Month
  -70.40%
3 Months
  -87.87%
YTD
  -86.79%
1 Year
  -86.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.143 0.107
1M High / 1M Low: 0.230 0.107
6M High / 6M Low: 1.070 0.107
High (YTD): 2024-04-04 1.070
Low (YTD): 2024-06-04 0.107
52W High: 2023-08-03 1.090
52W Low: 2024-06-04 0.107
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   0.605
Avg. volume 1Y:   0.000
Volatility 1M:   173.86%
Volatility 6M:   200.41%
Volatility 1Y:   167.85%
Volatility 3Y:   -