Morgan Stanley Call 140 VEEV 18.1.../  DE000MC0NRC4  /

EUWAX
8/16/2019  9:19:26 PM Chg.+0.10 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.53EUR +4.12% 2.52
Bid Size: 27,500
2.55
Ask Size: 27,500
Veeva Systems Inc 140.00 USD 12/18/2019 Call

Master data

WKN: MC0NRC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/18/2019
Issue date: 3/6/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.73
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.67
Implied volatility: 0.78
Historic volatility: 0.37
Parity: 1.67
Time value: 0.82
Break-even: 150.91
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.58
Theta: -0.04
Omega: 3.32
Rho: 0.19
 

Quote data

Open: 2.35
High: 2.55
Low: 2.33
Previous Close: 2.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -25.81%
3 Months  
+47.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.72 2.35
1M High / 1M Low: 3.45 2.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.51
Avg. volume 1W:   0.00
Avg. price 1M:   2.83
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -