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

EUWAX
10/18/2019  9:21:30 PM Chg.-0.44 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
1.92EUR -18.64% 1.92
Bid Size: 27,500
1.96
Ask Size: 27,500
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: 5.53
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 2.14
Implied volatility: 0.83
Historic volatility: 0.36
Parity: 2.14
Time value: 0.27
Break-even: 136.00
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.66%
Delta: 0.68
Theta: -0.05
Omega: 3.76
Rho: 0.11
 

Quote data

Open: 2.26
High: 2.27
Low: 1.76
Previous Close: 2.36
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.67%
1 Month
  -23.51%
3 Months
  -56.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.01 1.92
1M High / 1M Low: 3.02 1.92
6M High / 6M Low: 4.74 1.85
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   3.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.71%
Volatility 6M:   139.49%
Volatility 1Y:   -
Volatility 3Y:   -