Morgan Stanley Call 170 VEEV 09.0.../  DE000MC1T7L5  /

EUWAX
7/16/2019  8:22:46 PM Chg.-0.140 Bid8:52:51 PM Ask8:52:51 PM Underlying Strike price Expiration date Option type
0.590EUR -19.18% 0.580
Bid Size: 27,500
0.610
Ask Size: 27,500
Veeva Systems Inc 170.00 USD 8/9/2019 Call

Master data

WKN: MC1T7L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 8/9/2019
Issue date: 5/22/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.85
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.38
Implied volatility: 0.50
Historic volatility: 0.37
Parity: 0.38
Time value: 0.40
Break-even: 158.78
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 3.85%
Delta: 0.52
Theta: -0.08
Omega: 10.39
Rho: 0.05
 

Quote data

Open: 0.690
High: 0.690
Low: 0.570
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+90.32%
1 Month
  -14.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.780 0.310
1M High / 1M Low: 0.890 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   616.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -