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

Stuttgart
9/18/2024  3:54:27 PM Chg.-0.020 Bid4:11:44 PM Ask4:11:44 PM Underlying Strike price Expiration date Option type
0.460EUR -4.17% 0.460
Bid Size: 175,000
0.470
Ask Size: 175,000
Cisco Systems Inc 51.00 USD 12/19/2025 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: 12/19/2025
Issue date: 3/27/2024
Last trading day: 12/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.04
Time value: 0.48
Break-even: 50.65
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.61
Theta: -0.01
Omega: 5.74
Rho: 0.29
 

Quote data

Open: 0.480
High: 0.480
Low: 0.460
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month     0.00%
3 Months  
+43.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.400
1M High / 1M Low: 0.510 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -