Morgan Stanley Call 175 VEEV 13.0.../  DE000MC1GHJ2  /

EUWAX
7/19/2019  9:14:40 PM Chg.-0.130 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.700EUR -15.66% 0.660
Bid Size: 27,500
0.690
Ask Size: 27,500
Veeva Systems Inc 175.00 USD 9/13/2019 Call

Master data

WKN: MC1GHJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 175.00 USD
Maturity: 9/13/2019
Issue date: 5/7/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.37
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.37
Parity: -0.16
Time value: 0.69
Break-even: 162.86
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 4.35%
Delta: 0.38
Theta: -0.04
Omega: 8.60
Rho: 0.08
 

Quote data

Open: 0.710
High: 0.820
Low: 0.690
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.53%
1 Month
  -13.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.700
1M High / 1M Low: 0.940 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.798
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -