Morgan Stanley Call 61 CSCO 19.12.../  DE000MG0YA98  /

Stuttgart
9/17/2024  3:46:34 PM Chg.+0.004 Bid8:33:26 PM Ask8:33:26 PM Underlying Strike price Expiration date Option type
0.177EUR +2.31% 0.173
Bid Size: 175,000
0.176
Ask Size: 175,000
Cisco Systems Inc 61.00 USD 12/19/2025 Call
 

Master data

WKN: MG0YA9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 61.00 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: 25.33
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -0.90
Time value: 0.18
Break-even: 56.62
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 1.12%
Delta: 0.31
Theta: -0.01
Omega: 7.83
Rho: 0.16
 

Quote data

Open: 0.177
High: 0.177
Low: 0.177
Previous Close: 0.173
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.11%
1 Month  
+3.51%
3 Months  
+62.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.173 0.135
1M High / 1M Low: 0.189 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -