Morgan Stanley Call 190 VEEV 13.0.../  DE000MC1B116  /

EUWAX
8/19/2019  6:03:08 PM Chg.-0.060 Bid6:16:15 PM Ask6:16:15 PM Underlying Strike price Expiration date Option type
0.770EUR -7.23% 0.780
Bid Size: 27,500
0.810
Ask Size: 27,500
Veeva Systems Inc 190.00 USD 3/13/2020 Call

Master data

WKN: MC1B11
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 3/13/2020
Issue date: 4/25/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.01
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.37
Parity: -2.67
Time value: 0.85
Break-even: 179.79
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 3.53%
Delta: 0.26
Theta: -0.02
Omega: 4.41
Rho: 0.16
 

Quote data

Open: 0.660
High: 0.770
Low: 0.660
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month
  -35.29%
3 Months  
+40.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.940 0.780
1M High / 1M Low: 1.190 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   0.965
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -