Morgan Stanley Call 135 VEEV 16.1.../  DE000MC0PPW1  /

EUWAX
8/20/2019  9:11:47 PM Chg.- Bid8:00:09 AM Ask8:00:09 AM Underlying Strike price Expiration date Option type
3.94EUR - 3.81
Bid Size: 1,100
4.13
Ask Size: 1,100
Veeva Systems Inc 135.00 USD 12/16/2020 Call

Master data

WKN: MC0PPW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/16/2020
Issue date: 3/7/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.62
Leverage: Yes

Calculated values

Fair value: 2.08
Intrinsic value: 2.08
Implied volatility: 0.89
Historic volatility: 0.37
Parity: 2.08
Time value: 1.86
Break-even: 161.22
Moneyness: 1.17
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.76%
Delta: 0.55
Theta: -0.01
Omega: 1.99
Rho: 0.52
 

Quote data

Open: 3.80
High: 3.98
Low: 3.77
Previous Close: 3.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.77%
1 Month
  -18.26%
3 Months  
+25.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.10 3.91
1M High / 1M Low: 4.83 3.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.98
Avg. volume 1W:   0.00
Avg. price 1M:   4.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -