Morgan Stanley Call 115 VEEV 16.1.../  DE000MC0PPF6  /

EUWAX
10/23/2019  9:20:13 AM Chg.-0.11 Bid9:20:13 AM Ask9:20:13 AM Underlying Strike price Expiration date Option type
3.59EUR -2.97% 3.59
Bid Size: 1,100
3.78
Ask Size: 1,100
Veeva Systems Inc 115.00 USD 12/16/2020 Call

Master data

WKN: MC0PPF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 12/16/2020
Issue date: 3/7/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.49
Leverage: Yes

Calculated values

Fair value: 2.70
Intrinsic value: 2.70
Implied volatility: 0.90
Historic volatility: 0.37
Parity: 2.70
Time value: 1.04
Break-even: 140.73
Moneyness: 1.26
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.07%
Delta: 0.58
Theta: -0.01
Omega: 2.02
Rho: 0.44
 

Quote data

Open: 3.59
High: 3.59
Low: 3.59
Previous Close: 3.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.66%
1 Month
  -21.10%
3 Months
  -36.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.36 3.70
1M High / 1M Low: 4.80 3.70
6M High / 6M Low: 6.45 3.65
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.02
Avg. volume 1W:   7
Avg. price 1M:   4.46
Avg. volume 1M:   1.67
Avg. price 6M:   4.95
Avg. volume 6M:   .51
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.35%
Volatility 6M:   92.49%
Volatility 1Y:   -
Volatility 3Y:   -