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

EUWAX
9/18/2020  9:49:40 PM Chg.+0.16 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
9.55EUR +1.70% 9.49
Bid Size: 2,500
9.62
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: 2.31
Leverage: Yes

Calculated values

Fair value: 6.73
Intrinsic value: 6.73
Implied volatility: 1.89
Historic volatility: 0.38
Parity: 6.73
Time value: 2.90
Break-even: 251.30
Moneyness: 1.43
Premium: 0.13
Premium p.a.: 0.66
Spread abs.: 0.13
Spread %: 1.35%
Delta: 0.76
Theta: -0.26
Omega: 1.76
Rho: 0.18
 

Quote data

Open: 9.36
High: 9.77
Low: 9.16
Previous Close: 9.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.52%
1 Month
  -3.44%
3 Months  
+35.27%
YTD  
+592.03%
1 Year  
+309.87%
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:   9.71
Avg. volume 1W:   0.00
Avg. price 1M:   10.04
Avg. volume 1M:   0.00
Avg. price 6M:   6.71
Avg. volume 6M:   0.00
Avg. price 1Y:   4.33
Avg. volume 1Y:   0.00
Volatility 1M:   88.43%
Volatility 6M:   189.37%
Volatility 1Y:   177.27%
Volatility 3Y:   -