Morgan Stanley Call 180 VEEV 18.1.../  DE000MC0PQ33  /

EUWAX
8/20/2019  9:11:50 PM Chg.-0.010 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.630EUR -1.56% 0.620
Bid Size: 27,500
0.650
Ask Size: 27,500
Veeva Systems Inc 180.00 USD 12/18/2019 Call

Master data

WKN: MC0PQ3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 12/18/2019
Issue date: 3/7/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.29
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.37
Parity: -1.98
Time value: 0.64
Break-even: 168.83
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.26
Theta: -0.03
Omega: 5.82
Rho: 0.10
 

Quote data

Open: 0.490
High: 0.630
Low: 0.460
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.10%
1 Month
  -43.75%
3 Months  
+36.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.830 0.640
1M High / 1M Low: 1.070 0.640
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.840
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -