Morgan Stanley Call 70 KBH 20.09.2024
/ DE000MG29AZ3
Morgan Stanley Call 70 KBH 20.09..../ DE000MG29AZ3 /
| 2024-05-16 2:15:57 PM |
Chg.+0.030 |
Bid5:24:56 PM |
Ask5:24:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+3.53% |
0.800
Bid Size: 50,000 |
0.820
Ask Size: 50,000 |
KB Home |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
MG29AZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
KB Home |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.40 |
| Time value: |
0.48 |
| Break-even: |
73.09 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.33% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
5.18 |
| Rho: |
0.13 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.68% |
| 1 Month |
|
|
+151.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.610 |
| 1M High / 1M Low: |
0.850 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
