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

EUWAX
9/16/2019  5:12:25 PM Chg.+0.23 Bid5:54:52 PM Ask5:54:52 PM Underlying Strike price Expiration date Option type
1.49EUR +18.25% 1.58
Bid Size: 27,500
1.62
Ask Size: 27,500
Veeva Systems Inc 135.00 - 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 -
Maturity: 12/18/2019
Issue date: 3/7/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.37
Parity: -0.88
Time value: 1.33
Break-even: 148.30
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.89
Spread abs.: 0.04
Spread %: 3.01%
Delta: 0.42
Theta: -0.07
Omega: 4.00
Rho: 0.10
 

Quote data

Open: 1.20
High: 1.49
Low: 1.19
Previous Close: 1.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.43%
1 Month
  -48.08%
3 Months
  -57.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.42 1.26
1M High / 1M Low: 3.32 1.26
6M High / 6M Low: 3.97 0.93
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   2.47
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.42%
Volatility 6M:   150.78%
Volatility 1Y:   -
Volatility 3Y:   -