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

EUWAX
8/23/2019  9:11:25 PM Chg.+0.040 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.380EUR +11.76% 0.370
Bid Size: 27,500
0.410
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: 37.68
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.36
Parity: -0.94
Time value: 0.38
Break-even: 156.40
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 2.63
Spread abs.: 0.04
Spread %: 10.53%
Delta: 0.30
Theta: -0.11
Omega: 11.23
Rho: 0.03
 

Quote data

Open: 0.250
High: 0.390
Low: 0.250
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month
  -54.76%
3 Months  
+11.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.950 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.549
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -