Morgan Stanley Call 135 VEEV 18.1.../  DE000MC0PPT7  /

EUWAX
8/23/2019  9:18:38 PM Chg.-0.04 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.74EUR -1.44% 2.70
Bid Size: 27,500
2.74
Ask Size: 27,500
Veeva Systems Inc 135.00 USD 12/18/2019 Call

Master data

WKN: MC0PPT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/18/2019
Issue date: 3/7/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.23
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 2.20
Implied volatility: 0.79
Historic volatility: 0.36
Parity: 2.20
Time value: 0.54
Break-even: 148.58
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.04
Spread %: 1.46%
Delta: 0.62
Theta: -0.04
Omega: 3.23
Rho: 0.19
 

Quote data

Open: 2.82
High: 2.97
Low: 2.74
Previous Close: 2.78
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.53%
1 Month
  -17.96%
3 Months  
+48.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.87 2.67
1M High / 1M Low: 3.62 2.59
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.76
Avg. volume 1W:   0.00
Avg. price 1M:   2.99
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -