Morgan Stanley Call 155 VEEV 18.0.../  DE000MC0W0J0  /

EUWAX
7/19/2019  5:28:45 PM Chg.-0.04 Bid5:56:19 PM Ask5:56:19 PM Underlying Strike price Expiration date Option type
1.97EUR -1.99% 1.91
Bid Size: 27,500
1.94
Ask Size: 27,500
Veeva Systems Inc 155.00 USD 9/18/2019 Call

Master data

WKN: MC0W0J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 9/18/2019
Issue date: 3/28/2019
Last trading day: 9/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.61
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 1.61
Implied volatility: 0.68
Historic volatility: 0.37
Parity: 1.61
Time value: 0.41
Break-even: 157.84
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.49%
Delta: 0.62
Theta: -0.05
Omega: 4.70
Rho: 0.12
 

Quote data

Open: 1.90
High: 1.97
Low: 1.88
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.08%
1 Month  
+8.24%
3 Months  
+479.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.12 1.87
1M High / 1M Low: 2.13 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.01
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -