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

EUWAX
9/18/2020  9:53:52 PM Chg.+0.13 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
8.69EUR +1.52% 8.67
Bid Size: 2,500
8.80
Ask Size: 2,500
Veeva Systems Inc 165.00 - 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 -
Maturity: 12/16/2020
Issue date: 4/5/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 5.73
Intrinsic value: 5.73
Implied volatility: 1.79
Historic volatility: 0.38
Parity: 5.73
Time value: 3.08
Break-even: 253.10
Moneyness: 1.35
Premium: 0.14
Premium p.a.: 0.71
Spread abs.: 0.13
Spread %: 1.48%
Delta: 0.74
Theta: -0.25
Omega: 1.86
Rho: 0.18
 

Quote data

Open: 8.44
High: 8.90
Low: 8.38
Previous Close: 8.56
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.03%
1 Month
  -4.08%
3 Months  
+38.60%
YTD  
+697.25%
1 Year  
+341.12%
3 Years     -
5 Years     -
1W High / 1W Low: 9.30 8.56
1M High / 1M Low: 11.40 8.21
6M High / 6M Low: 11.40 0.39
High (YTD): 9/2/2020 11.40
Low (YTD): 3/23/2020 0.39
52W High: 9/2/2020 11.40
52W Low: 3/23/2020 0.39
Avg. price 1W:   8.89
Avg. volume 1W:   0.00
Avg. price 1M:   9.24
Avg. volume 1M:   0.00
Avg. price 6M:   6.00
Avg. volume 6M:   0.00
Avg. price 1Y:   3.79
Avg. volume 1Y:   0.00
Volatility 1M:   90.21%
Volatility 6M:   230.03%
Volatility 1Y:   225.47%
Volatility 3Y:   -