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

EUWAX
10/18/2019  9:21:30 PM Chg.-0.240 Bid9:56:32 PM Ask9:56:32 PM Underlying Strike price Expiration date Option type
0.560EUR -30.00% 0.560
Bid Size: 27,500
0.600
Ask Size: 27,500
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: 22.21
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.36
Parity: -0.10
Time value: 0.60
Break-even: 140.28
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 6.67%
Delta: 0.37
Theta: -0.03
Omega: 8.30
Rho: 0.07
 

Quote data

Open: 0.700
High: 0.710
Low: 0.480
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.44%
1 Month
  -45.63%
3 Months
  -78.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 0.560
1M High / 1M Low: 1.340 0.560
6M High / 6M Low: 2.900 0.560
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   1.074
Avg. volume 1M:   0.000
Avg. price 6M:   1.741
Avg. volume 6M:   16.270
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.67%
Volatility 6M:   208.79%
Volatility 1Y:   -
Volatility 3Y:   -