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

Stuttgart
31/07/2024  10:19:19 Chg.+0.007 Bid14:47:31 Ask14:47:31 Underlying Strike price Expiration date Option type
0.106EUR +7.07% 0.106
Bid Size: 15,000
0.111
Ask Size: 15,000
Cisco Systems Inc 57.00 USD 21/03/2025 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: 21/03/2025
Issue date: 27/03/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -0.82
Time value: 0.10
Break-even: 53.73
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.34
Spread abs.: 0.00
Spread %: 1.98%
Delta: 0.24
Theta: -0.01
Omega: 10.26
Rho: 0.06
 

Quote data

Open: 0.106
High: 0.106
Low: 0.106
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month  
+32.50%
3 Months
  -9.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.076
1M High / 1M Low: 0.109 0.055
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -