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

EUWAX
9/28/2020  9:43:53 PM Chg.+0.73 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
9.84EUR +8.01% 9.75
Bid Size: 3,750
9.91
Ask Size: 3,750
Veeva Systems Inc 170.00 - 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 -
Maturity: 12/16/2020
Issue date: 3/21/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.55
Leverage: Yes

Calculated values

Fair value: 6.55
Intrinsic value: 6.55
Implied volatility: 1.76
Historic volatility: 0.38
Parity: 6.55
Time value: 2.68
Break-even: 262.30
Moneyness: 1.39
Premium: 0.11
Premium p.a.: 0.65
Spread abs.: 0.15
Spread %: 1.63%
Delta: 0.75
Theta: -0.27
Omega: 1.91
Rho: 0.18
 

Quote data

Open: 9.37
High: 10.13
Low: 9.30
Previous Close: 9.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.94%
1 Month  
+8.01%
3 Months  
+65.94%
YTD  
+935.79%
1 Year  
+455.93%
3 Years     -
5 Years     -
1W High / 1W Low: 9.84 8.67
1M High / 1M Low: 10.96 8.09
6M High / 6M Low: 10.96 1.30
High (YTD): 9/2/2020 10.96
Low (YTD): 3/23/2020 0.21
52W High: 9/2/2020 10.96
52W Low: 3/23/2020 0.21
Avg. price 1W:   9.11
Avg. volume 1W:   0.00
Avg. price 1M:   9.01
Avg. volume 1M:   0.00
Avg. price 6M:   6.08
Avg. volume 6M:   0.00
Avg. price 1Y:   3.72
Avg. volume 1Y:   0.00
Volatility 1M:   98.76%
Volatility 6M:   147.51%
Volatility 1Y:   273.25%
Volatility 3Y:   -