Morgan Stanley Call 125 VEEV 16.1.../  DE000MC0PPN0  /

EUWAX
8/21/2019  9:15:17 PM Chg.+0.18 Bid9:59:19 PM Ask9:59:19 PM Underlying Strike price Expiration date Option type
4.68EUR +4.00% 4.75
Bid Size: 27,500
4.78
Ask Size: 27,500
Veeva Systems Inc 125.00 USD 12/16/2020 Call

Master data

WKN: MC0PPN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 125.00 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: 3.15
Leverage: Yes

Calculated values

Fair value: 2.94
Intrinsic value: 2.94
Implied volatility: 0.93
Historic volatility: 0.37
Parity: 2.94
Time value: 1.57
Break-even: 157.74
Moneyness: 1.26
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 0.67%
Delta: 0.60
Theta: -0.02
Omega: 1.88
Rho: 0.53
 

Quote data

Open: 4.37
High: 4.75
Low: 4.37
Previous Close: 4.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month
  -13.97%
3 Months  
+29.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.67 4.49
1M High / 1M Low: 5.44 4.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.55
Avg. volume 1W:   0.00
Avg. price 1M:   4.86
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -