Morgan Stanley Call 54 CSCO 19.12.../  DE000MG0Y9U7  /

Stuttgart
2024-06-11  8:34:12 PM Chg.+0.005 Bid8:45:01 PM Ask8:45:01 PM Underlying Strike price Expiration date Option type
0.242EUR +2.11% 0.241
Bid Size: 400,000
0.243
Ask Size: 400,000
Cisco Systems Inc 54.00 USD 2025-12-19 Call
 

Master data

WKN: MG0Y9U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 54.00 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: 17.32
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.76
Time value: 0.25
Break-even: 52.63
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 1.23%
Delta: 0.38
Theta: -0.01
Omega: 6.58
Rho: 0.21
 

Quote data

Open: 0.236
High: 0.242
Low: 0.233
Previous Close: 0.237
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.33%
1 Month
  -30.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.237
1M High / 1M Low: 0.410 0.237
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.255
Avg. volume 1W:   0.000
Avg. price 1M:   0.294
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -