Morgan Stanley Call 51 CSCO 19.12.../  DE000MG0Y9N2  /

Stuttgart
2024-07-12  10:11:55 AM Chg.+0.010 Bid1:17:13 PM Ask1:17:13 PM Underlying Strike price Expiration date Option type
0.370EUR +2.78% 0.370
Bid Size: 15,000
0.380
Ask Size: 15,000
Cisco Systems Inc 51.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y9N
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 51.00 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: 11.62
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.39
Time value: 0.37
Break-even: 50.60
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.50
Theta: -0.01
Omega: 5.76
Rho: 0.25
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+19.35%
3 Months
  -33.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.410 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.351
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -