Morgan Stanley Call 155 VEEV 16.1.../  DE000MC0W0F8  /

EUWAX
8/23/2019  9:18:29 PM Chg.-0.06 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.02EUR -1.95% 2.99
Bid Size: 27,500
3.03
Ask Size: 27,500
Veeva Systems Inc 155.00 USD 12/16/2020 Call

Master data

WKN: MC0W0F
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 12/16/2020
Issue date: 3/28/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.82
Historic volatility: 0.36
Parity: 0.41
Time value: 2.62
Break-even: 169.44
Moneyness: 1.03
Premium: 0.18
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.47
Theta: -0.01
Omega: 2.22
Rho: 0.49
 

Quote data

Open: 3.10
High: 3.23
Low: 3.02
Previous Close: 3.08
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.89%
1 Month
  -13.71%
3 Months  
+39.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.10 2.98
1M High / 1M Low: 3.74 2.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.03
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -