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

EUWAX
8/16/2019  9:12:17 PM Chg.+0.09 Bid9:58:25 PM Ask9:58:25 PM Underlying Strike price Expiration date Option type
3.58EUR +2.58% 3.55
Bid Size: 27,500
3.58
Ask Size: 27,500
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: 4.03
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 1.22
Implied volatility: 0.86
Historic volatility: 0.37
Parity: 1.22
Time value: 2.32
Break-even: 165.91
Moneyness: 1.09
Premium: 0.16
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 0.85%
Delta: 0.52
Theta: -0.02
Omega: 2.08
Rho: 0.51
 

Quote data

Open: 3.40
High: 3.58
Low: 3.40
Previous Close: 3.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.29%
1 Month
  -19.91%
3 Months  
+38.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.75 3.44
1M High / 1M Low: 4.48 3.24
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.57
Avg. volume 1W:   0.00
Avg. price 1M:   3.87
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -