Morgan Stanley Call 180 VEEV 16.1.../  DE000MC0PQ41  /

EUWAX
10/16/2019  11:23:58 AM Chg.-0.08 Bid3:58:08 PM Ask3:58:08 PM Underlying Strike price Expiration date Option type
1.62EUR -4.71% 1.42
Bid Size: 27,500
1.46
Ask Size: 27,500
Veeva Systems Inc 180.00 USD 12/16/2020 Call

Master data

WKN: MC0PQ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 12/16/2020
Issue date: 3/7/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.37
Parity: -2.13
Time value: 1.76
Break-even: 180.73
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 2.27%
Delta: 0.34
Theta: -0.01
Omega: 2.70
Rho: 0.35
 

Quote data

Open: 1.62
High: 1.62
Low: 1.62
Previous Close: 1.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.99%
1 Month  
+14.89%
3 Months
  -42.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.70 1.63
1M High / 1M Low: 1.83 1.33
6M High / 6M Low: 3.00 0.98
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.66
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.00
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.54%
Volatility 6M:   139.51%
Volatility 1Y:   -
Volatility 3Y:   -