Morgan Stanley Call 190 VEEV 13.1.../  DE000MC1B132  /

EUWAX
8/19/2019  1:31:03 PM Chg.-0.080 Bid5:42:39 PM Ask5:42:53 PM Underlying Strike price Expiration date Option type
0.390EUR -17.02% 0.430
Bid Size: 27,500
0.460
Ask Size: 27,500
Veeva Systems Inc 190.00 USD 12/13/2019 Call

Master data

WKN: MC1B13
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 12/13/2019
Issue date: 4/25/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.50
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -2.67
Time value: 0.49
Break-even: 176.19
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.86
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.21
Theta: -0.03
Omega: 6.34
Rho: 0.08
 

Quote data

Open: 0.280
High: 0.390
Low: 0.280
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -48.68%
3 Months  
+18.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.440
1M High / 1M Low: 0.760 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -