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

EUWAX
7/15/2019  9:21:24 PM Chg.-0.05 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
2.23EUR -2.19% 2.25
Bid Size: 27,500
2.28
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: 6.64
Leverage: Yes

Calculated values

Fair value: 2.23
Intrinsic value: 2.23
Implied volatility: 0.78
Historic volatility: 0.37
Parity: 2.23
Time value: 0.11
Break-even: 156.48
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.28%
Delta: 0.77
Theta: -0.09
Omega: 5.09
Rho: 0.07
 

Quote data

Open: 2.22
High: 2.36
Low: 2.21
Previous Close: 2.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.43%
1 Month  
+27.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.28 1.75
1M High / 1M Low: 2.28 1.00
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -