Morgan Stanley Call 54 CSCO 21.03.../  DE000MG0Y9V5  /

Stuttgart
2024-06-12  10:21:08 AM Chg.-0.003 Bid3:32:30 PM Ask3:32:30 PM Underlying Strike price Expiration date Option type
0.094EUR -3.09% 0.097
Bid Size: 5,000
0.099
Ask Size: 5,000
Cisco Systems Inc 54.00 USD 2025-03-21 Call
 

Master data

WKN: MG0Y9V
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-27
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.39
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.77
Time value: 0.10
Break-even: 51.24
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.27
Spread abs.: 0.00
Spread %: 2.13%
Delta: 0.24
Theta: 0.00
Omega: 10.66
Rho: 0.07
 

Quote data

Open: 0.094
High: 0.094
Low: 0.094
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.96%
1 Month
  -53.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.094
1M High / 1M Low: 0.240 0.094
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -