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

EUWAX
8/26/2019  9:24:36 AM Chg.-0.37 Bid10:39:09 AM Ask10:39:09 AM Underlying Strike price Expiration date Option type
4.78EUR -7.18% 4.84
Bid Size: 1,100
5.26
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: 2.76
Leverage: Yes

Calculated values

Fair value: 3.87
Intrinsic value: 3.87
Implied volatility: 0.98
Historic volatility: 0.36
Parity: 3.87
Time value: 1.27
Break-even: 154.60
Moneyness: 1.38
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.78%
Delta: 0.64
Theta: -0.02
Omega: 1.77
Rho: 0.52
 

Quote data

Open: 4.78
High: 4.78
Low: 4.78
Previous Close: 5.15
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.18%
1 Month
  -21.51%
3 Months  
+21.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.30 5.10
1M High / 1M Low: 6.09 4.92
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.19
Avg. volume 1W:   0.00
Avg. price 1M:   5.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -