Morgan Stanley Call 120 VEEV 16.1.../  DE000MC0NR26  /

EUWAX
8/23/2019  9:11:52 PM Chg.-0.06 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
4.84EUR -1.22% 4.80
Bid Size: 27,500
4.84
Ask Size: 27,500
Veeva Systems Inc 120.00 USD 12/16/2020 Call

Master data

WKN: MC0NR2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 12/16/2020
Issue date: 3/6/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 3.55
Intrinsic value: 3.55
Implied volatility: 0.96
Historic volatility: 0.36
Parity: 3.55
Time value: 1.39
Break-even: 157.12
Moneyness: 1.33
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.81%
Delta: 0.62
Theta: -0.02
Omega: 1.81
Rho: 0.53
 

Quote data

Open: 4.90
High: 4.95
Low: 4.84
Previous Close: 4.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.62%
1 Month
  -11.03%
3 Months  
+31.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.97 4.80
1M High / 1M Low: 5.82 4.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.87
Avg. volume 1W:   0.00
Avg. price 1M:   5.10
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -