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

EUWAX
8/20/2019  9:16:47 PM Chg.0.000 Bid9:57:03 PM Ask9:57:03 PM Underlying Strike price Expiration date Option type
0.410EUR 0.00% 0.400
Bid Size: 27,500
0.430
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: 33.97
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -2.88
Time value: 0.42
Break-even: 175.65
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.94
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.20
Theta: -0.03
Omega: 6.64
Rho: 0.07
 

Quote data

Open: 0.260
High: 0.420
Low: 0.240
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.82%
1 Month
  -46.05%
3 Months  
+13.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.730 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.440
Avg. volume 1W:   0.000
Avg. price 1M:   0.561
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   219.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -