Morgan Stanley Call 175 VEEV 13.0.../  DE000MC1GHH6  /

EUWAX
10/18/2019  9:03:13 PM Chg.-0.110 Bid9:56:02 PM Ask9:56:02 PM Underlying Strike price Expiration date Option type
0.370EUR -22.92% 0.370
Bid Size: 27,500
0.410
Ask Size: 27,500
Veeva Systems Inc 175.00 USD 3/13/2020 Call

Master data

WKN: MC1GHH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 3/13/2020
Issue date: 5/7/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.36
Parity: -2.34
Time value: 0.52
Break-even: 161.86
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.63
Spread abs.: 0.04
Spread %: 7.69%
Delta: 0.22
Theta: -0.02
Omega: 5.69
Rho: 0.10
 

Quote data

Open: 0.400
High: 0.400
Low: 0.360
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.59%
1 Month
  -44.78%
3 Months
  -78.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.370
1M High / 1M Low: 0.830 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.662
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -