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

EUWAX
8/21/2019  9:15:20 PM Chg.+0.20 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
2.87EUR +7.49% 2.94
Bid Size: 27,500
2.97
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: 5.28
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.04
Implied volatility: 0.80
Historic volatility: 0.37
Parity: 2.04
Time value: 0.65
Break-even: 148.55
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.12%
Delta: 0.61
Theta: -0.04
Omega: 3.21
Rho: 0.19
 

Quote data

Open: 2.55
High: 2.94
Low: 2.55
Previous Close: 2.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.69%
1 Month
  -21.58%
3 Months  
+42.79%
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:   2.74
Avg. volume 1W:   0.00
Avg. price 1M:   3.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -