Morgan Stanley Call 145 VEEV 16.1.../  DE000MC0RGX4  /

EUWAX
8/22/2019  9:04:39 AM Chg.-0.09 Bid10:43:05 AM Ask10:43:05 AM Underlying Strike price Expiration date Option type
3.49EUR -2.51% 3.35
Bid Size: 1,100
3.62
Ask Size: 1,100
Veeva Systems Inc 145.00 USD 12/16/2020 Call

Master data

WKN: MC0RGX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 12/16/2020
Issue date: 3/13/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.53
Implied volatility: 0.85
Historic volatility: 0.37
Parity: 1.53
Time value: 2.13
Break-even: 167.34
Moneyness: 1.12
Premium: 0.15
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.82%
Delta: 0.52
Theta: -0.02
Omega: 2.09
Rho: 0.52
 

Quote data

Open: 3.49
High: 3.49
Low: 3.49
Previous Close: 3.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -14.67%
3 Months  
+23.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.58 3.44
1M High / 1M Low: 4.30 3.24
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -