Morgan Stanley Call 150 VEEV 09.0.../  DE000MC1T7J9  /

EUWAX
7/22/2019  5:26:14 PM Chg.-0.12 Bid6:19:21 PM Ask6:19:21 PM Underlying Strike price Expiration date Option type
1.78EUR -6.32% 1.78
Bid Size: 27,500
1.81
Ask Size: 27,500
Veeva Systems Inc 150.00 USD 8/9/2019 Call

Master data

WKN: MC1T7J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 150.00 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: 8.12
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.74
Implied volatility: 0.75
Historic volatility: 0.37
Parity: 1.74
Time value: 0.12
Break-even: 152.32
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.61%
Delta: 0.76
Theta: -0.11
Omega: 6.16
Rho: 0.05
 

Quote data

Open: 1.77
High: 1.78
Low: 1.76
Previous Close: 1.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.18%
1 Month
  -4.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.23 1.90
1M High / 1M Low: 2.28 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.05
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -