Morgan Stanley Call 140 VEEV 09.0.../  DE000MC1T7H3  /

EUWAX
7/16/2019  9:18:51 PM Chg.-0.29 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
2.81EUR -9.35% 2.84
Bid Size: 27,500
2.87
Ask Size: 27,500
Veeva Systems Inc 140.00 USD 8/9/2019 Call

Master data

WKN: MC1T7H
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 8/9/2019
Issue date: 5/22/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 3.05
Implied volatility: 0.96
Historic volatility: 0.37
Parity: 3.05
Time value: 0.10
Break-even: 155.84
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.95%
Delta: 0.82
Theta: -0.11
Omega: 4.02
Rho: 0.06
 

Quote data

Open: 3.07
High: 3.07
Low: 2.81
Previous Close: 3.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.10%
1 Month  
+13.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.90
1M High / 1M Low: 3.15 1.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.07
Avg. volume 1W:   0.00
Avg. price 1M:   2.54
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -