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

EUWAX
8/23/2019  9:11:54 PM Chg.-0.04 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.80EUR -1.41% 2.78
Bid Size: 27,500
2.82
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: 5.08
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.36
Parity: -0.04
Time value: 2.82
Break-even: 171.83
Moneyness: 1.00
Premium: 0.20
Premium p.a.: 0.15
Spread abs.: 0.04
Spread %: 1.42%
Delta: 0.45
Theta: -0.01
Omega: 2.28
Rho: 0.47
 

Quote data

Open: 2.81
High: 2.86
Low: 2.80
Previous Close: 2.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.11%
1 Month
  -17.40%
3 Months  
+38.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.87 2.77
1M High / 1M Low: 3.54 2.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -