Morgan Stanley Call 57 CSCO 21.03.2025
/ DE000MG0YA07
Morgan Stanley Call 57 CSCO 21.03.../ DE000MG0YA07 /
| 11/12/2024 4:20:24 PM |
Chg.+0.020 |
Bid8:03:14 PM |
Ask8:03:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
0.440
Bid Size: 50,000 |
0.450
Ask Size: 50,000 |
Cisco Systems Inc |
57.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0YA0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Cisco Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.29 |
| Break-even: |
57.86 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
7.89 |
| Rho: |
0.11 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.16% |
| 1 Month |
|
|
+117.39% |
| 3 Months |
|
|
+718.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.209 |
| 6M High / 6M Low: |
0.430 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.16% |
| Volatility 6M: |
|
187.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
