Morgan Stanley Call 130 VEEV 16.1.../  DE000MC0NR83  /

EUWAX
8/23/2019  9:11:59 PM Chg.- Bid8:40:52 AM Ask8:40:52 AM Underlying Strike price Expiration date Option type
4.26EUR - 4.11
Bid Size: 825
4.26
Ask Size: 825
Veeva Systems Inc 130.00 USD 12/16/2020 Call

Master data

WKN: MC0NR8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/16/2020
Issue date: 3/6/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.52
Implied volatility: 0.92
Historic volatility: 0.36
Parity: 2.52
Time value: 1.73
Break-even: 159.16
Moneyness: 1.22
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 0.94%
Delta: 0.58
Theta: -0.02
Omega: 1.93
Rho: 0.52
 

Quote data

Open: 4.30
High: 4.35
Low: 4.26
Previous Close: 4.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.24%
1 Month
  -17.76%
3 Months  
+33.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.37 4.21
1M High / 1M Low: 5.18 3.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.28
Avg. volume 1W:   0.00
Avg. price 1M:   4.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -