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

EUWAX
8/23/2019  9:18:38 PM Chg.-0.07 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.99EUR -1.72% 3.95
Bid Size: 27,500
3.99
Ask Size: 27,500
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: 3.53
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 2.21
Implied volatility: 0.89
Historic volatility: 0.38
Parity: 2.21
Time value: 1.87
Break-even: 162.60
Moneyness: 1.18
Premium: 0.13
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 0.98%
Delta: 0.56
Theta: -0.02
Omega: 1.98
Rho: 0.52
 

Quote data

Open: 4.09
High: 4.22
Low: 3.99
Previous Close: 4.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.68%
1 Month
  -10.14%
3 Months  
+33.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.10 3.94
1M High / 1M Low: 4.83 3.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.03
Avg. volume 1W:   0.00
Avg. price 1M:   4.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -