Morgan Stanley Call 140 VEEV 16.1.../  DE000MC0NRE0  /

EUWAX
8/23/2019  9:11:54 PM Chg.- Bid8:44:31 AM Ask8:44:31 AM Underlying Strike price Expiration date Option type
3.72EUR - 3.29
Bid Size: 1,100
3.69
Ask Size: 1,100
Veeva Systems Inc 140.00 USD 12/16/2020 Call

Master data

WKN: MC0NRE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/16/2020
Issue date: 3/6/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.80
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.63
Implied volatility: 0.88
Historic volatility: 0.36
Parity: 1.63
Time value: 2.10
Break-even: 162.93
Moneyness: 1.13
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 1.07%
Delta: 0.53
Theta: -0.02
Omega: 2.03
Rho: 0.51
 

Quote data

Open: 3.75
High: 3.81
Low: 3.72
Previous Close: 3.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.27%
1 Month
  -18.95%
3 Months  
+35.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.82 3.68
1M High / 1M Low: 4.59 3.46
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.74
Avg. volume 1W:   0.00
Avg. price 1M:   3.92
Avg. volume 1M:   8.43
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -