Morgan Stanley Call 125 VEEV 18.1.../  DE000MC0PPM2  /

EUWAX
10/23/2019  11:22:05 AM Chg.-0.12 Bid11:56:59 AM Ask11:42:24 AM Underlying Strike price Expiration date Option type
1.66EUR -6.74% 1.66
Bid Size: 440
1.85
Ask Size: 440
Veeva Systems Inc 125.00 USD 12/18/2019 Call

Master data

WKN: MC0PPM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 125.00 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: 7.16
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.80
Implied volatility: 0.64
Historic volatility: 0.37
Parity: 1.80
Time value: 0.02
Break-even: 130.52
Moneyness: 1.16
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 2.20%
Delta: 0.67
Theta: -0.02
Omega: 4.83
Rho: 0.11
 

Quote data

Open: 1.66
High: 1.66
Low: 1.66
Previous Close: 1.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.60%
1 Month
  -39.86%
3 Months
  -58.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.50 1.78
1M High / 1M Low: 3.02 1.78
6M High / 6M Low: 4.74 1.78
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   3.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.27%
Volatility 6M:   140.97%
Volatility 1Y:   -
Volatility 3Y:   -