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

EUWAX
8/23/2019  9:18:38 PM Chg.-0.09 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
4.54EUR -1.94% 4.50
Bid Size: 27,500
4.54
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: 3.09
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 3.10
Implied volatility: 0.94
Historic volatility: 0.36
Parity: 3.10
Time value: 1.54
Break-even: 158.61
Moneyness: 1.28
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.04
Spread %: 0.86%
Delta: 0.60
Theta: -0.02
Omega: 1.86
Rho: 0.53
 

Quote data

Open: 4.66
High: 4.80
Low: 4.54
Previous Close: 4.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -14.34%
3 Months  
+33.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.68 4.50
1M High / 1M Low: 5.44 4.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.58
Avg. volume 1W:   0.00
Avg. price 1M:   4.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -