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

EUWAX
10/21/2019  12:10:53 PM Chg.-0.06 Bid2:26:43 PM Ask2:26:43 PM Underlying Strike price Expiration date Option type
1.54EUR -3.75% 1.58
Bid Size: 330
1.71
Ask Size: 330
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: 7.81
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.37
Parity: -1.98
Time value: 1.64
Break-even: 164.30
Moneyness: 0.87
Premium: 0.28
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 2.44%
Delta: 0.35
Theta: -0.01
Omega: 2.70
Rho: 0.32
 

Quote data

Open: 1.55
High: 1.55
Low: 1.54
Previous Close: 1.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.36%
1 Month
  -21.83%
3 Months
  -52.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.22 1.60
1M High / 1M Low: 2.32 1.60
6M High / 6M Low: 3.63 1.53
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.09
Avg. volume 1M:   0.00
Avg. price 6M:   2.51
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.71%
Volatility 6M:   121.14%
Volatility 1Y:   -
Volatility 3Y:   -