Morgan Stanley Call 165 VEEV 16.1.../  DE000MC11XA5  /

EUWAX
8/16/2019  9:01:36 PM Chg.+0.05 Bid9:58:24 PM Ask9:58:24 PM Underlying Strike price Expiration date Option type
2.68EUR +1.90% 2.66
Bid Size: 27,500
2.69
Ask Size: 27,500
Veeva Systems Inc 165.00 USD 12/16/2020 Call

Master data

WKN: MC11XA
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 12/16/2020
Issue date: 4/5/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.33
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.37
Parity: -0.58
Time value: 2.68
Break-even: 175.31
Moneyness: 0.96
Premium: 0.23
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 1.12%
Delta: 0.43
Theta: -0.01
Omega: 2.31
Rho: 0.47
 

Quote data

Open: 2.50
High: 2.68
Low: 2.50
Previous Close: 2.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.94%
1 Month
  -23.43%
3 Months  
+39.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.84 2.58
1M High / 1M Low: 3.50 2.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.69
Avg. volume 1W:   0.00
Avg. price 1M:   2.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -