Morgan Stanley Call 170 VEEV 16.1.../  DE000MC0RRW3  /

EUWAX
10/16/2019  10:43:21 AM Chg.-0.08 Bid3:59:40 PM Ask3:59:40 PM Underlying Strike price Expiration date Option type
1.94EUR -3.96% 1.70
Bid Size: 27,500
1.74
Ask Size: 27,500
Veeva Systems Inc 170.00 USD 12/16/2020 Call

Master data

WKN: MC0RRW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 12/16/2020
Issue date: 3/21/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.75
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.37
Parity: -1.23
Time value: 2.10
Break-even: 175.06
Moneyness: 0.92
Premium: 0.23
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.38
Theta: -0.01
Omega: 2.55
Rho: 0.38
 

Quote data

Open: 1.96
High: 1.96
Low: 1.94
Previous Close: 2.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.52%
1 Month  
+15.48%
3 Months
  -38.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.02 1.94
1M High / 1M Low: 2.15 1.61
6M High / 6M Low: 3.41 1.18
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.97
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   2.33
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.59%
Volatility 6M:   136.15%
Volatility 1Y:   -
Volatility 3Y:   -