Morgan Stanley Call 190 VEEV 09.0.../  DE000MC2H9T7  /

EUWAX
7/23/2019  9:14:14 PM Chg.+0.030 Bid9:14:14 PM Ask9:14:14 PM Underlying Strike price Expiration date Option type
0.040EUR +300.00% 0.040
Bid Size: 27,500
0.062
Ask Size: 27,500
Veeva Systems Inc 190.00 USD 8/9/2019 Call

Master data

WKN: MC2H9T
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 8/9/2019
Issue date: 6/13/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 215.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.37
Parity: -1.89
Time value: 0.07
Break-even: 170.28
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 12.89
Spread abs.: 0.02
Spread %: 31.43%
Delta: 0.10
Theta: -0.06
Omega: 21.45
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.040
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month
  -77.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.010
1M High / 1M Low: 0.126 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,324.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -