Morgan Stanley Call 150 VEEV 18.0.../  DE000MC0RRT9  /

EUWAX
8/19/2019  5:38:45 PM Chg.-0.11 Bid6:53:23 PM Ask6:53:23 PM Underlying Strike price Expiration date Option type
2.23EUR -4.70% 2.23
Bid Size: 27,500
2.26
Ask Size: 27,500
Veeva Systems Inc 150.00 USD 3/18/2020 Call

Master data

WKN: MC0RRT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 3/18/2020
Issue date: 3/21/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.76
Historic volatility: 0.37
Parity: 0.93
Time value: 1.43
Break-even: 158.83
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.27%
Delta: 0.49
Theta: -0.02
Omega: 3.01
Rho: 0.28
 

Quote data

Open: 2.20
High: 2.34
Low: 2.20
Previous Close: 2.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.70%
1 Month
  -25.67%
3 Months  
+39.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.51 2.21
1M High / 1M Low: 3.04 2.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.33
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -