Morgan Stanley Call 47 CSCO 19.12.../  DE000MG0Y9E1  /

Stuttgart
2024-06-11  8:34:10 PM Chg.+0.010 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
0.490EUR +2.08% -
Bid Size: -
-
Ask Size: -
Cisco Systems Inc 47.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y9E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 47.00 USD
Maturity: 2025-12-19
Issue date: 2024-03-27
Last trading day: 2025-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.69
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.11
Time value: 0.49
Break-even: 48.57
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.60
Theta: -0.01
Omega: 5.21
Rho: 0.31
 

Quote data

Open: 0.480
High: 0.490
Low: 0.470
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month
  -24.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.480
1M High / 1M Low: 0.730 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -