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

EUWAX
10/17/2019  9:23:09 PM Chg.-0.12 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
3.37EUR -3.44% 3.38
Bid Size: 27,500
3.42
Ask Size: 27,500
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: 3.83
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.80
Implied volatility: 0.91
Historic volatility: 0.37
Parity: 1.80
Time value: 1.73
Break-even: 152.69
Moneyness: 1.15
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.13%
Delta: 0.54
Theta: -0.02
Omega: 2.06
Rho: 0.44
 

Quote data

Open: 3.44
High: 3.45
Low: 3.36
Previous Close: 3.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.65%
1 Month  
+4.66%
3 Months
  -36.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.87 3.37
1M High / 1M Low: 3.93 3.22
6M High / 6M Low: 5.49 2.39
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.64
Avg. volume 1W:   0.00
Avg. price 1M:   3.64
Avg. volume 1M:   0.00
Avg. price 6M:   4.10
Avg. volume 6M:   1.27
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.88%
Volatility 6M:   108.19%
Volatility 1Y:   -
Volatility 3Y:   -