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

EUWAX
8/16/2019  9:19:26 PM Chg.+0.13 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
3.22EUR +4.21% 3.21
Bid Size: 27,500
3.24
Ask Size: 27,500
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: 4.41
Leverage: Yes

Calculated values

Fair value: 2.57
Intrinsic value: 2.57
Implied volatility: 0.88
Historic volatility: 0.37
Parity: 2.57
Time value: 0.67
Break-even: 149.41
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.65
Theta: -0.04
Omega: 2.85
Rho: 0.20
 

Quote data

Open: 3.00
High: 3.23
Low: 3.00
Previous Close: 3.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -22.41%
3 Months  
+45.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.41 2.99
1M High / 1M Low: 4.19 2.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.18
Avg. volume 1W:   0.00
Avg. price 1M:   3.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -