Morgan Stanley Call 195 VEEV 13.0.../  DE000MC2H9W1  /

EUWAX
7/16/2019  10:23:52 AM Chg.-0.090 Bid7/16/2019 Ask7/16/2019 Underlying Strike price Expiration date Option type
0.210EUR -30.00% 0.210
Bid Size: 1,100
0.430
Ask Size: 1,100
Veeva Systems Inc 195.00 USD 9/13/2019 Call

Master data

WKN: MC2H9W
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 9/13/2019
Issue date: 6/13/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.92
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.37
Parity: -1.84
Time value: 0.33
Break-even: 176.48
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.25
Spread abs.: 0.03
Spread %: 9.09%
Delta: 0.21
Theta: -0.04
Omega: 9.90
Rho: 0.05
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+110.00%
1 Month
  -38.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.100
1M High / 1M Low: 0.400 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,644.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -