Morgan Stanley Call 195 VEEV 13.0.../  DE000MC2H9U5  /

EUWAX
8/20/2019  9:13:48 PM Chg.0.000 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
0.660EUR 0.00% 0.650
Bid Size: 27,500
0.680
Ask Size: 27,500
Veeva Systems Inc 195.00 USD 3/13/2020 Call

Master data

WKN: MC2H9U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 3/13/2020
Issue date: 6/13/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.62
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -3.33
Time value: 0.66
Break-even: 182.57
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.22
Theta: -0.02
Omega: 4.75
Rho: 0.14
 

Quote data

Open: 0.510
High: 0.660
Low: 0.510
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month
  -37.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.660
1M High / 1M Low: 1.020 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.682
Avg. volume 1W:   0.000
Avg. price 1M:   0.816
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -