Morgan Stanley Call 57 CSCO 21.03.../  DE000MG0YA07  /

Stuttgart
9/6/2024  3:06:17 PM Chg.-0.008 Bid6:45:20 PM Ask6:45:20 PM Underlying Strike price Expiration date Option type
0.070EUR -10.26% 0.067
Bid Size: 200,000
0.070
Ask Size: 200,000
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: 57.42
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.71
Time value: 0.08
Break-even: 52.07
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 2.67%
Delta: 0.22
Theta: -0.01
Omega: 12.45
Rho: 0.05
 

Quote data

Open: 0.072
High: 0.072
Low: 0.070
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.84%
1 Month  
+1.45%
3 Months  
+4.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.097 0.078
1M High / 1M Low: 0.112 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -