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

EUWAX
8/21/2019  9:01:48 PM Chg.+0.08 Bid9:57:43 PM Ask9:57:43 PM Underlying Strike price Expiration date Option type
1.24EUR +6.90% 1.27
Bid Size: 27,500
1.30
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: 12.04
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.37
Parity: -1.56
Time value: 1.18
Break-even: 169.50
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 2.54%
Delta: 0.33
Theta: -0.02
Omega: 3.97
Rho: 0.20
 

Quote data

Open: 1.02
High: 1.25
Low: 1.02
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month
  -23.93%
3 Months  
+30.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.16
1M High / 1M Low: 1.73 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -