Morgan Stanley Call 60 KBH 20.12.2024
/ DE000MG29AV2
Morgan Stanley Call 60 KBH 20.12..../ DE000MG29AV2 /
9/11/2024 12:52:57 PM |
Chg.+0.11 |
Bid2:55:02 PM |
Ask2:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.04EUR |
+5.70% |
2.04 Bid Size: 3,750 |
2.07 Ask Size: 3,750 |
KB Home |
60.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
MG29AV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
KB Home |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
4/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.93 |
Intrinsic value: |
1.86 |
Implied volatility: |
0.62 |
Historic volatility: |
0.32 |
Parity: |
1.86 |
Time value: |
0.24 |
Break-even: |
75.45 |
Moneyness: |
1.34 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
1.45% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
3.01 |
Rho: |
0.12 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.04 |
Previous Close: |
1.93 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.49% |
1 Month |
|
|
-3.32% |
3 Months |
|
|
+75.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.10 |
1.92 |
1M High / 1M Low: |
2.45 |
1.92 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |