Is it ethical to have a relationship with a student after my supervision of him is complete?
The ethical, and safe, thing to do -- now, actually -- would be to look for another faculty member to pass this thesis supervision responsibility to, because your objectivity has been, or could be seen to be, compromised by your feelings.

I was given some very good advice once by a senior professor: when contemplating a particular action, imagine what it would look like if described in a newspaper headline.


  "Emcor Involved in Romantic Relationship with Student S/He Was Providing Direct Thesis Supervision to"


Doesn't look so good.  Compare:


  "Emcor Hands Off Thesis Supervision to Colleague before Embarking on Romantic Relationship with Student"


Better, no?

This doesn't mean you can't read a draft of the thesis, or that you can't be a sounding board for the work.  It just means that you shouldn't be the thesis supervisor.

That's how I see it.  However, if you are in any doubt, do check with a department administrator.