Morgan Stanley Call 130 VEEV 09.0.../  DE000MC1T7G5  /

EUWAX
7/16/2019  10:18:13 AM Chg.-0.03 Bid7/16/2019 Ask7/16/2019 Underlying Strike price Expiration date Option type
3.95EUR -0.75% 3.95
Bid Size: 1,100
4.18
Ask Size: 1,100
Veeva Systems Inc 130.00 USD 8/9/2019 Call

Master data

WKN: MC1T7G
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 8/9/2019
Issue date: 5/22/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.84
Leverage: Yes

Calculated values

Fair value: 3.94
Intrinsic value: 3.94
Implied volatility: 1.15
Historic volatility: 0.37
Parity: 3.94
Time value: 0.09
Break-even: 155.75
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.74%
Delta: 0.85
Theta: -0.12
Omega: 3.28
Rho: 0.06
 

Quote data

Open: 3.95
High: 3.95
Low: 3.95
Previous Close: 3.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.50%
1 Month  
+20.06%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.03 3.78
1M High / 1M Low: 4.03 2.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.95
Avg. volume 1W:   0.00
Avg. price 1M:   3.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -