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

EUWAX
1/22/2020  1:43:42 PM Chg.-0.148 Bid8:28:26 PM Ask8:28:26 PM Underlying Strike price Expiration date Option type
0.060EUR -71.15% 0.194
Bid Size: 27,500
0.214
Ask Size: 27,500
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: 60.18
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.31
Parity: -1.71
Time value: 0.22
Break-even: 151.04
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 9.13%
Delta: 0.18
Theta: -0.03
Omega: 10.66
Rho: 0.03
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.208
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.85%
1 Month
  -76.00%
3 Months
  -88.24%
YTD
  -66.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.208 0.050
1M High / 1M Low: 0.300 0.010
6M High / 6M Low: 2.190 0.010
High (YTD): 1/13/2020 0.300
Low (YTD): 1/8/2020 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,472.34%
Volatility 6M:   648.86%
Volatility 1Y:   -
Volatility 3Y:   -