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

EUWAX
8/21/2019  1:45:05 PM Chg.-0.07 Bid5:53:21 PM Ask5:53:21 PM Underlying Strike price Expiration date Option type
4.07EUR -1.69% 4.46
Bid Size: 27,500
4.49
Ask Size: 27,500
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: 3.42
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 3.85
Implied volatility: 0.97
Historic volatility: 0.37
Parity: 3.85
Time value: 0.31
Break-even: 145.23
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.72%
Delta: 0.73
Theta: -0.04
Omega: 2.49
Rho: 0.20
 

Quote data

Open: 4.02
High: 4.07
Low: 4.02
Previous Close: 4.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.21%
1 Month
  -22.18%
3 Months  
+27.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.37 4.12
1M High / 1M Low: 5.22 3.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.21
Avg. volume 1W:   0.00
Avg. price 1M:   4.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -