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

EUWAX
9/18/2020  4:26:47 PM Chg.+0.38 Bid5:45:18 PM Ask5:45:18 PM Underlying Strike price Expiration date Option type
9.77EUR +4.05% 9.45
Bid Size: 2,500
9.58
Ask Size: 2,500
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: 2.35
Leverage: Yes

Calculated values

Fair value: 6.72
Intrinsic value: 6.72
Implied volatility: 1.83
Historic volatility: 0.38
Parity: 6.72
Time value: 2.72
Break-even: 249.40
Moneyness: 1.43
Premium: 0.12
Premium p.a.: 0.61
Spread abs.: 0.14
Spread %: 1.48%
Delta: 0.76
Theta: -0.24
Omega: 1.79
Rho: 0.18
 

Quote data

Open: 9.36
High: 9.77
Low: 9.20
Previous Close: 9.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.77%
1 Month  
+2.95%
3 Months  
+39.77%
YTD  
+607.97%
1 Year  
+365.24%
3 Years     -
5 Years     -
1W High / 1W Low: 10.09 9.39
1M High / 1M Low: 12.27 9.00
6M High / 6M Low: 12.27 0.67
High (YTD): 9/2/2020 12.27
Low (YTD): 3/23/2020 0.67
52W High: 9/2/2020 12.27
52W Low: 3/23/2020 0.67
Avg. price 1W:   9.72
Avg. volume 1W:   0.00
Avg. price 1M:   10.03
Avg. volume 1M:   0.00
Avg. price 6M:   6.61
Avg. volume 6M:   0.00
Avg. price 1Y:   4.29
Avg. volume 1Y:   0.00
Volatility 1M:   86.72%
Volatility 6M:   198.34%
Volatility 1Y:   177.03%
Volatility 3Y:   -