Morgan Stanley Call 150 VEEV 18.1.../  DE000MC0PQ17  /

EUWAX
8/23/2019  11:13:44 AM Chg.0.00 Bid3:00:49 PM Ask3:00:23 PM Underlying Strike price Expiration date Option type
1.86EUR 0.00% 1.76
Bid Size: 1,100
1.95
Ask Size: 1,100
Veeva Systems Inc 150.00 USD 12/18/2019 Call

Master data

WKN: MC0PQ1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/18/2019
Issue date: 3/7/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.70
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.70
Historic volatility: 0.38
Parity: 0.86
Time value: 1.01
Break-even: 154.03
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 2.14%
Delta: 0.51
Theta: -0.04
Omega: 3.92
Rho: 0.18
 

Quote data

Open: 1.87
High: 1.87
Low: 1.86
Previous Close: 1.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.12%
1 Month
  -16.96%
3 Months  
+48.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.94 1.77
1M High / 1M Low: 2.58 1.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   2.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -