Morgan Stanley Call 66 CSCO 19.12.../  DE000MG0YAG4  /

Stuttgart
10/18/2024  4:15:29 PM Chg.-0.003 Bid7:12:53 PM Ask7:12:53 PM Underlying Strike price Expiration date Option type
0.240EUR -1.23% 0.250
Bid Size: 175,000
0.260
Ask Size: 175,000
Cisco Systems Inc 66.00 USD 12/19/2025 Call
 

Master data

WKN: MG0YAG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 66.00 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: 20.83
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.89
Time value: 0.25
Break-even: 63.45
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.18
Spread abs.: 0.00
Spread %: 1.21%
Delta: 0.35
Theta: -0.01
Omega: 7.22
Rho: 0.18
 

Quote data

Open: 0.239
High: 0.240
Low: 0.239
Previous Close: 0.243
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.35%
1 Month  
+140.00%
3 Months  
+128.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.243 0.169
1M High / 1M Low: 0.243 0.100
6M High / 6M Low: 0.243 0.067
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.144
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.14%
Volatility 6M:   126.22%
Volatility 1Y:   -
Volatility 3Y:   -