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

EUWAX
1/28/2020  10:23:27 AM Chg.-0.140 Bid12:12:15 PM Ask12:03:45 PM Underlying Strike price Expiration date Option type
0.270EUR -34.15% 0.370
Bid Size: 660
0.470
Ask Size: 660
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: 27.38
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -0.75
Time value: 0.47
Break-even: 140.82
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.93
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.31
Theta: -0.05
Omega: 8.56
Rho: 0.05
 

Quote data

Open: 0.320
High: 0.320
Low: 0.270
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -50.00%
3 Months
  -74.53%
YTD
  -43.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.410
1M High / 1M Low: 0.770 0.410
6M High / 6M Low: 2.770 0.410
High (YTD): 1/13/2020 0.770
Low (YTD): 1/27/2020 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.583
Avg. volume 1M:   42.105
Avg. price 6M:   1.383
Avg. volume 6M:   11.200
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.95%
Volatility 6M:   183.15%
Volatility 1Y:   -
Volatility 3Y:   -