Morgan Stanley Call 115 VEEV 18.1.../  DE000MC0PPH2  /

EUWAX
10/17/2019  9:02:32 PM Chg.- Bid8:38:19 AM Ask8:38:22 AM Underlying Strike price Expiration date Option type
3.17EUR - 3.08
Bid Size: 1,100
3.28
Ask Size: 1,100
Veeva Systems Inc 115.00 USD 12/18/2019 Call

Master data

WKN: MC0PPH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 12/18/2019
Issue date: 3/7/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 3.15
Intrinsic value: 3.15
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 3.15
Time value: 0.18
Break-even: 137.15
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 1.20%
Delta: 0.75
Theta: -0.05
Omega: 3.04
Rho: 0.12
 

Quote data

Open: 3.26
High: 3.26
Low: 3.13
Previous Close: 3.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.67%
1 Month  
+8.19%
3 Months
  -41.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.85 3.17
1M High / 1M Low: 3.85 2.93
6M High / 6M Low: 5.55 2.13
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.46
Avg. volume 1M:   0.00
Avg. price 6M:   4.00
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.04%
Volatility 6M:   136.06%
Volatility 1Y:   -
Volatility 3Y:   -