Morgan Stanley Call 165 VEEV 18.0.../  DE000MC11X85  /

EUWAX
8/16/2019  9:01:36 PM Chg.+0.010 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
0.600EUR +1.69% 0.600
Bid Size: 27,500
0.630
Ask Size: 27,500
Veeva Systems Inc 165.00 USD 9/18/2019 Call

Master data

WKN: MC11X8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 9/18/2019
Issue date: 4/5/2019
Last trading day: 9/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.30
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.37
Parity: -0.58
Time value: 0.64
Break-even: 154.91
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 1.54
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.38
Theta: -0.11
Omega: 8.47
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.630
Low: 0.450
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.45%
1 Month
  -50.41%
3 Months  
+39.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.570
1M High / 1M Low: 1.210 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -