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

EUWAX
8/22/2019  11:22:10 AM Chg.-0.060 Bid8:30:20 PM Ask8:30:20 PM Underlying Strike price Expiration date Option type
0.020EUR -75.00% 0.161
Bid Size: 27,500
0.192
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: 66.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -1.62
Time value: 0.22
Break-even: 164.51
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 4.00
Spread abs.: 0.03
Spread %: 13.57%
Delta: 0.20
Theta: -0.08
Omega: 13.09
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.020
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -95.83%
3 Months
  -92.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.176 0.010
1M High / 1M Low: 0.530 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,654.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -