Morgan Stanley Call 60 KBH 20.09..../  DE000ME9GXQ5  /

Stuttgart
2024-05-15  1:24:31 PM Chg.- Bid1:11:45 PM Ask1:11:45 PM Underlying Strike price Expiration date Option type
2.53EUR - 3.17
Bid Size: 1,500
3.22
Ask Size: 1,500
KB Home 60.00 USD 2024-09-20 Call
 

Master data

WKN: ME9GXQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: KB Home
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-20
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 2.89
Intrinsic value: 2.63
Implied volatility: 0.46
Historic volatility: 0.31
Parity: 2.63
Time value: 0.51
Break-even: 70.80
Moneyness: 1.24
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.96%
Delta: 0.84
Theta: -0.02
Omega: 3.64
Rho: 0.14
 

Quote data

Open: 2.53
High: 2.53
Low: 2.53
Previous Close: 2.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.02%
1 Month  
+69.80%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.53 2.44
1M High / 1M Low: 2.53 1.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -