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

EUWAX
9/18/2020  9:49:43 PM Chg.+0.17 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
12.89EUR +1.34% 12.83
Bid Size: 2,500
12.96
Ask Size: 2,500
Veeva Systems Inc 115.00 - 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 -
Maturity: 12/16/2020
Issue date: 3/7/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.74
Leverage: Yes

Calculated values

Fair value: 10.72
Intrinsic value: 10.72
Implied volatility: 2.27
Historic volatility: 0.38
Parity: 10.72
Time value: 2.06
Break-even: 242.80
Moneyness: 1.93
Premium: 0.09
Premium p.a.: 0.44
Spread abs.: 0.14
Spread %: 1.10%
Delta: 0.85
Theta: -0.24
Omega: 1.48
Rho: 0.15
 

Quote data

Open: 12.69
High: 13.11
Low: 12.50
Previous Close: 12.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.23%
1 Month
  -1.23%
3 Months  
+24.54%
YTD  
+294.19%
1 Year  
+207.64%
3 Years     -
5 Years     -
1W High / 1W Low: 13.44 12.72
1M High / 1M Low: 15.60 12.32
6M High / 6M Low: 15.60 2.45
High (YTD): 9/2/2020 15.60
Low (YTD): 3/16/2020 2.23
52W High: 9/2/2020 15.60
52W Low: 3/16/2020 2.23
Avg. price 1W:   13.05
Avg. volume 1W:   0.00
Avg. price 1M:   13.36
Avg. volume 1M:   0.00
Avg. price 6M:   9.76
Avg. volume 6M:   1.95
Avg. price 1Y:   6.90
Avg. volume 1Y:   3.23
Volatility 1M:   66.94%
Volatility 6M:   115.27%
Volatility 1Y:   109.04%
Volatility 3Y:   -