Morgan Stanley Call 180 VEEV 18.0.../  DE000MC0W0M4  /

EUWAX
7/23/2019  9:11:20 PM Chg.-0.100 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.380EUR -20.83% 0.400
Bid Size: 27,500
0.430
Ask Size: 27,500
Veeva Systems Inc 180.00 USD 9/18/2019 Call

Master data

WKN: MC0W0M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 9/18/2019
Issue date: 3/28/2019
Last trading day: 9/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.54
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -1.00
Time value: 0.51
Break-even: 165.75
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 5.88%
Delta: 0.30
Theta: -0.05
Omega: 8.75
Rho: 0.06
 

Quote data

Open: 0.390
High: 0.390
Low: 0.350
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -42.42%
3 Months  
+1166.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.480
1M High / 1M Low: 0.760 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.565
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   382.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -