Morgan Stanley Call 60 KBH 17.01..../  DE000MG20SJ8  /

Stuttgart
2024-05-16  8:58:10 AM Chg.0.00 Bid2:01:36 PM Ask2:01:36 PM Underlying Strike price Expiration date Option type
1.73EUR 0.00% 1.76
Bid Size: 3,750
1.82
Ask Size: 3,750
KB Home 60.00 USD 2025-01-17 Call
 

Master data

WKN: MG20SJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: KB Home
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.32
Implied volatility: 0.44
Historic volatility: 0.31
Parity: 1.32
Time value: 0.47
Break-even: 73.00
Moneyness: 1.24
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 2.87%
Delta: 0.80
Theta: -0.02
Omega: 3.05
Rho: 0.25
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.14%
1 Month  
+76.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.42
1M High / 1M Low: 1.73 0.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.50
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -