Morgan Stanley Call 170 VEEV 18.0.../  DE000MC0RRX1  /

EUWAX
8/21/2019  9:11:13 PM Chg.+0.040 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
0.390EUR +11.43% 0.420
Bid Size: 27,500
0.450
Ask Size: 27,500
Veeva Systems Inc 170.00 USD 9/18/2019 Call

Master data

WKN: MC0RRX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 9/18/2019
Issue date: 3/21/2019
Last trading day: 9/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.40
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.37
Parity: -1.11
Time value: 0.37
Break-even: 156.89
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 2.64
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.28
Theta: -0.10
Omega: 10.81
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.420
Low: 0.200
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month
  -58.51%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.950 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.406
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -