Morgan Stanley Call 60 KBH 21.03..../  DE000MG29QM7  /

Stuttgart
2024-06-05  6:57:49 PM Chg.- Bid9:43:34 AM Ask9:43:34 AM Underlying Strike price Expiration date Option type
1.47EUR - 1.45
Bid Size: 3,750
1.53
Ask Size: 3,750
KB Home 60.00 USD 2025-03-21 Call
 

Master data

WKN: MG29QM
Issuer: Morgan Stanley
Currency: EUR
Underlying: KB Home
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2024-04-12
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 0.93
Implied volatility: 0.43
Historic volatility: 0.30
Parity: 0.93
Time value: 0.61
Break-even: 70.58
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.12
Spread abs.: 0.07
Spread %: 4.76%
Delta: 0.75
Theta: -0.02
Omega: 3.14
Rho: 0.26
 

Quote data

Open: 1.37
High: 1.47
Low: 1.37
Previous Close: 1.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.38%
1 Month
  -3.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.43
1M High / 1M Low: 1.80 1.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -