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

EUWAX
8/23/2019  9:19:48 PM Chg.-0.02 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.56EUR -1.27% 1.53
Bid Size: 27,500
1.57
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: 9.01
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.36
Parity: -0.49
Time value: 1.59
Break-even: 164.01
Moneyness: 0.97
Premium: 0.15
Premium p.a.: 0.27
Spread abs.: 0.04
Spread %: 2.52%
Delta: 0.40
Theta: -0.02
Omega: 3.57
Rho: 0.23
 

Quote data

Open: 1.56
High: 1.76
Low: 1.56
Previous Close: 1.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.45%
1 Month
  -21.21%
3 Months  
+48.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.64 1.53
1M High / 1M Low: 2.19 1.50
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.57
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -