Morgan Stanley Call 70 KBH 17.01..../  DE000MG20SL4  /

Stuttgart
2024-11-15  8:56:49 PM Chg.-0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.10EUR -5.98% -
Bid Size: -
-
Ask Size: -
KB Home 70.00 USD 2025-01-17 Call
 

Master data

WKN: MG20SL
Issuer: Morgan Stanley
Currency: EUR
Underlying: KB Home
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2025-01-17
Issue date: 2024-04-09
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.66
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.81
Implied volatility: 0.53
Historic volatility: 0.32
Parity: 0.81
Time value: 0.31
Break-even: 77.69
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 2.75%
Delta: 0.75
Theta: -0.05
Omega: 4.97
Rho: 0.08
 

Quote data

Open: 1.05
High: 1.10
Low: 1.05
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.12%
1 Month
  -26.67%
3 Months
  -15.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.42 1.10
1M High / 1M Low: 1.62 0.98
6M High / 6M Low: 1.97 0.50
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.21
Avg. volume 1M:   0.00
Avg. price 6M:   1.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.90%
Volatility 6M:   178.22%
Volatility 1Y:   -
Volatility 3Y:   -