Morgan Stanley Call 185 VEEV 13.0.../  DE000MC2DE39  /

EUWAX
8/23/2019  9:10:25 PM Chg.+0.020 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
0.900EUR +2.27% 0.870
Bid Size: 27,500
0.910
Ask Size: 27,500
Veeva Systems Inc 185.00 USD 3/13/2020 Call

Master data

WKN: MC2DE3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 185.00 USD
Maturity: 3/13/2020
Issue date: 6/5/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.74
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.36
Parity: -2.29
Time value: 0.91
Break-even: 175.17
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.44
Spread abs.: 0.04
Spread %: 4.40%
Delta: 0.28
Theta: -0.02
Omega: 4.37
Rho: 0.17
 

Quote data

Open: 0.800
High: 0.910
Low: 0.800
Previous Close: 0.880
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.920 0.870
1M High / 1M Low: 1.360 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   1.031
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -