Morgan Stanley Call 160 VEEV 09.0.../  DE000MC1T7K7  /

EUWAX
7/19/2019  10:20:47 AM Chg.-0.08 Bid10:20:47 AM Ask10:20:47 AM Underlying Strike price Expiration date Option type
1.22EUR -6.15% 1.22
Bid Size: 1,100
1.56
Ask Size: 1,100
Veeva Systems Inc 160.00 USD 8/9/2019 Call

Master data

WKN: MC1T7K
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 8/9/2019
Issue date: 5/22/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.48
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 1.17
Implied volatility: 0.60
Historic volatility: 0.37
Parity: 1.17
Time value: 0.17
Break-even: 155.48
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 2.24%
Delta: 0.68
Theta: -0.09
Omega: 7.79
Rho: 0.05
 

Quote data

Open: 1.23
High: 1.23
Low: 1.22
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.44%
1 Month  
+2.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.46 1.16
1M High / 1M Low: 1.46 0.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   379.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -