Morgan Stanley Call 185 VEEV 13.0.../  DE000MC2DE54  /

EUWAX
7/23/2019  9:21:11 PM Chg.-0.070 Bid9:57:07 PM Ask9:57:07 PM Underlying Strike price Expiration date Option type
0.260EUR -21.21% 0.270
Bid Size: 27,500
0.300
Ask Size: 27,500
Veeva Systems Inc 185.00 USD 9/13/2019 Call

Master data

WKN: MC2DE5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 185.00 USD
Maturity: 9/13/2019
Issue date: 6/5/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.71
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.37
Parity: -1.45
Time value: 0.37
Break-even: 168.81
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.22
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.24
Theta: -0.05
Omega: 9.86
Rho: 0.05
 

Quote data

Open: 0.250
High: 0.300
Low: 0.230
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.53%
1 Month
  -49.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.330
1M High / 1M Low: 0.560 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.421
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -