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

EUWAX
2/26/2020  8:54:13 AM Chg.-0.14 Bid9:21:37 AM Ask9:21:37 AM Underlying Strike price Expiration date Option type
1.46EUR -8.75% 1.45
Bid Size: 300
1.59
Ask Size: 300
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: 8.56
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.32
Parity: -0.92
Time value: 1.61
Break-even: 163.16
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 1.86%
Delta: 0.36
Theta: -0.01
Omega: 3.09
Rho: 0.27
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.96%
1 Month  
+7.35%
3 Months
  -38.91%
YTD  
+18.70%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.31 1.60
1M High / 1M Low: 2.31 1.15
6M High / 6M Low: 3.25 1.15
High (YTD): 2/20/2020 2.31
Low (YTD): 1/27/2020 1.15
52W High: - -
52W Low: - -
Avg. price 1W:   1.99
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.82%
Volatility 6M:   119.03%
Volatility 1Y:   -
Volatility 3Y:   -