Morgan Stanley Call 160 VEEV 18.1.../  DE000MC0NRJ9  /

EUWAX
8/26/2019  10:44:11 AM Chg.-0.28 Bid8/26/2019 Ask8/26/2019 Underlying Strike price Expiration date Option type
1.08EUR -20.59% 1.08
Bid Size: 1,100
1.50
Ask Size: 1,100
Veeva Systems Inc 160.00 USD 12/18/2019 Call

Master data

WKN: MC0NRJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/18/2019
Issue date: 3/6/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.43
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.36
Parity: -0.17
Time value: 1.36
Break-even: 157.18
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 2.94%
Delta: 0.43
Theta: -0.04
Omega: 4.45
Rho: 0.15
 

Quote data

Open: 0.98
High: 1.08
Low: 0.98
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.80%
1 Month
  -47.06%
3 Months  
+18.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.40 1.30
1M High / 1M Low: 2.04 1.24
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.34
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -