Morgan Stanley Call 50 CSCO 19.12.../  DE000MG0Y9L6  /

Stuttgart
2024-07-12  10:11:55 AM Chg.0.000 Bid1:17:13 PM Ask1:17:13 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.400
Bid Size: 15,000
0.410
Ask Size: 15,000
Cisco Systems Inc 50.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y9L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-27
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.49
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.30
Time value: 0.41
Break-even: 50.08
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.53
Theta: -0.01
Omega: 5.53
Rho: 0.27
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month  
+17.65%
3 Months
  -33.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.450 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -