Morgan Stanley Call 60 CSCO 20.06.../  DE000ME30EJ2  /

Stuttgart
2024-06-11  4:27:43 PM Chg.-0.003 Bid8:31:42 PM Ask8:31:42 PM Underlying Strike price Expiration date Option type
0.057EUR -5.00% 0.063
Bid Size: 400,000
0.065
Ask Size: 400,000
Cisco Systems Inc 60.00 USD 2025-06-20 Call
 

Master data

WKN: ME30EJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-06-20
Issue date: 2023-11-02
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.62
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -1.31
Time value: 0.06
Break-even: 56.37
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.31
Spread abs.: 0.00
Spread %: 5.00%
Delta: 0.15
Theta: 0.00
Omega: 10.27
Rho: 0.06
 

Quote data

Open: 0.057
High: 0.057
Low: 0.057
Previous Close: 0.060
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.48%
1 Month
  -51.69%
3 Months
  -68.85%
YTD
  -75.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.060
1M High / 1M Low: 0.142 0.060
6M High / 6M Low: 0.280 0.060
High (YTD): 2024-01-26 0.280
Low (YTD): 2024-06-10 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   96
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.15%
Volatility 6M:   116.98%
Volatility 1Y:   -
Volatility 3Y:   -