Morgan Stanley Call 130 VEEV 18.1.../  DE000MC0NRA8  /

EUWAX
8/23/2019  9:11:59 PM Chg.- Bid8:44:31 AM Ask8:44:31 AM Underlying Strike price Expiration date Option type
3.09EUR - 2.60
Bid Size: 1,375
3.00
Ask Size: 1,100
Veeva Systems Inc 130.00 USD 12/18/2019 Call

Master data

WKN: MC0NRA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/18/2019
Issue date: 3/6/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 2.52
Implied volatility: 0.86
Historic volatility: 0.36
Parity: 2.52
Time value: 0.56
Break-even: 147.46
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 1.30%
Delta: 0.65
Theta: -0.04
Omega: 2.98
Rho: 0.19
 

Quote data

Open: 3.10
High: 3.16
Low: 3.08
Previous Close: 3.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.08%
3 Months  
+46.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.22 3.01
1M High / 1M Low: 4.07 2.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.10
Avg. volume 1W:   0.00
Avg. price 1M:   3.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -