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

EUWAX
9/19/2019  9:15:57 PM Chg.+0.13 Bid9:59:22 PM Ask9:59:22 PM Underlying Strike price Expiration date Option type
2.23EUR +6.19% 2.25
Bid Size: 27,500
2.29
Ask Size: 27,500
Veeva Systems Inc 155.00 - 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 -
Maturity: 12/16/2020
Issue date: 3/28/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.93
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.37
Parity: -2.21
Time value: 2.24
Break-even: 177.40
Moneyness: 0.86
Premium: 0.33
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 1.79%
Delta: 0.39
Theta: -0.02
Omega: 2.34
Rho: 0.37
 

Quote data

Open: 2.08
High: 2.23
Low: 2.08
Previous Close: 2.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.25%
1 Month
  -25.42%
3 Months
  -41.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.35 1.86
1M High / 1M Low: 3.50 1.86
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -