Morgan Stanley Call 70 KBH 20.12..../  DE000MG29AY6  /

Stuttgart
05/06/2024  18:57:41 Chg.- Bid08:23:13 Ask08:23:13 Underlying Strike price Expiration date Option type
0.770EUR - 0.760
Bid Size: 3,750
0.800
Ask Size: 3,750
KB Home 70.00 USD 20/12/2024 Call
 

Master data

WKN: MG29AY
Issuer: Morgan Stanley
Currency: EUR
Underlying: KB Home
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 20/12/2024
Issue date: 12/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.96
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.01
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.01
Time value: 0.80
Break-even: 72.47
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.59
Theta: -0.02
Omega: 4.67
Rho: 0.16
 

Quote data

Open: 0.700
High: 0.770
Low: 0.700
Previous Close: 0.740
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -8.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.740
1M High / 1M Low: 1.050 0.670
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.776
Avg. volume 1W:   0.000
Avg. price 1M:   0.829
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -