Morgan Stanley Call 47 CSCO 19.12.../  DE000MG0Y9E1  /

Stuttgart
10/15/2024  6:18:06 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.950EUR -1.04% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 47.00 USD 12/19/2025 Call
 

Master data

WKN: MG0Y9E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 47.00 USD
Maturity: 12/19/2025
Issue date: 3/27/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.67
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.67
Time value: 0.30
Break-even: 52.78
Moneyness: 1.15
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.81
Theta: -0.01
Omega: 4.15
Rho: 0.36
 

Quote data

Open: 0.970
High: 0.970
Low: 0.950
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.76%
1 Month  
+53.23%
3 Months  
+69.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.850
1M High / 1M Low: 0.960 0.680
6M High / 6M Low: 0.960 0.430
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.916
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   142.857
Avg. price 6M:   0.619
Avg. volume 6M:   23.077
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.32%
Volatility 6M:   89.03%
Volatility 1Y:   -
Volatility 3Y:   -