Morgan Stanley Call 54 CSCO 19.12.../  DE000MG0Y9U7  /

Stuttgart
2024-07-12  10:11:55 AM Chg.+0.010 Bid12:15:12 PM Ask12:15:12 PM Underlying Strike price Expiration date Option type
0.270EUR +3.85% 0.270
Bid Size: 15,000
0.280
Ask Size: 15,000
Cisco Systems Inc 54.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y9U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 54.00 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: 15.93
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.17
Parity: -0.67
Time value: 0.27
Break-even: 52.36
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.40
Theta: -0.01
Omega: 6.42
Rho: 0.21
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month  
+19.47%
3 Months
  -38.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.237
1M High / 1M Low: 0.300 0.218
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.247
Avg. volume 1W:   0.000
Avg. price 1M:   0.258
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -