Morgan Stanley Call 150 VEEV 16.1.../  DE000MC0PQ09  /

EUWAX
8/21/2019  10:49:32 AM Chg.-0.12 Bid1:20:42 PM Ask1:20:42 PM Underlying Strike price Expiration date Option type
3.08EUR -3.75% 3.30
Bid Size: 1,100
3.49
Ask Size: 1,100
Veeva Systems Inc 150.00 USD 12/16/2020 Call

Master data

WKN: MC0PQ0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/16/2020
Issue date: 3/7/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.69
Implied volatility: 0.84
Historic volatility: 0.37
Parity: 0.69
Time value: 2.52
Break-even: 167.27
Moneyness: 1.05
Premium: 0.18
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 0.93%
Delta: 0.49
Theta: -0.01
Omega: 2.16
Rho: 0.49
 

Quote data

Open: 3.06
High: 3.08
Low: 3.06
Previous Close: 3.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.14%
1 Month
  -22.81%
3 Months  
+23.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.33 3.18
1M High / 1M Low: 3.99 3.10
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -