Morgan Stanley Call 165 VEEV 18.0.../  DE000MC11X93  /

EUWAX
10/14/2019  9:31:46 AM Chg.-0.10 Bid9:47:17 AM Ask9:44:12 AM Underlying Strike price Expiration date Option type
0.92EUR -9.80% 0.91
Bid Size: 330
1.06
Ask Size: 330
Veeva Systems Inc 165.00 USD 3/18/2020 Call

Master data

WKN: MC11X9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 3/18/2020
Issue date: 4/5/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.93
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.37
Parity: -1.18
Time value: 0.99
Break-even: 159.52
Moneyness: 0.92
Premium: 0.16
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 4.04%
Delta: 0.32
Theta: -0.02
Omega: 4.48
Rho: 0.15
 

Quote data

Open: 0.92
High: 0.92
Low: 0.92
Previous Close: 1.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month  
+43.75%
3 Months
  -62.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.08 0.88
1M High / 1M Low: 1.14 0.80
6M High / 6M Low: 2.47 0.62
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.97
Avg. volume 1W:   0.00
Avg. price 1M:   0.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.82%
Volatility 6M:   204.04%
Volatility 1Y:   -
Volatility 3Y:   -