Morgan Stanley Call 160 VEEV 16.1.../  DE000MC0NRK7  /

EUWAX
8/16/2019  9:19:26 PM Chg.+0.06 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.89EUR +2.12% 2.86
Bid Size: 27,500
2.89
Ask Size: 27,500
Veeva Systems Inc 160.00 USD 12/16/2020 Call

Master data

WKN: MC0NRK
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/16/2020
Issue date: 3/6/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.94
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.37
Parity: -0.13
Time value: 2.89
Break-even: 172.91
Moneyness: 0.99
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 1.04%
Delta: 0.46
Theta: -0.01
Omega: 2.25
Rho: 0.48
 

Quote data

Open: 2.72
High: 2.89
Low: 2.71
Previous Close: 2.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month
  -22.10%
3 Months  
+37.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.05 2.77
1M High / 1M Low: 3.72 2.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.89
Avg. volume 1W:   0.00
Avg. price 1M:   3.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -