Morgan Stanley Call 155 VEEV 18.0.../  DE000MC0W0G6  /

EUWAX
8/20/2019  10:41:44 AM Chg.-0.14 Bid11:16:27 AM Ask11:16:27 AM Underlying Strike price Expiration date Option type
1.84EUR -7.07% 1.82
Bid Size: 1,100
2.14
Ask Size: 1,100
Veeva Systems Inc 155.00 USD 3/18/2020 Call

Master data

WKN: MC0W0G
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 3/18/2020
Issue date: 3/28/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.28
Implied volatility: 0.72
Historic volatility: 0.37
Parity: 0.28
Time value: 1.68
Break-even: 159.47
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 1.53%
Delta: 0.45
Theta: -0.02
Omega: 3.25
Rho: 0.26
 

Quote data

Open: 1.82
High: 1.84
Low: 1.82
Previous Close: 1.98
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.86%
1 Month
  -33.09%
3 Months  
+38.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.24 1.98
1M High / 1M Low: 2.69 1.89
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   2.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -