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

EUWAX
7/17/2019  9:00:33 PM Chg.+0.030 Bid9:55:22 PM Ask9:55:22 PM Underlying Strike price Expiration date Option type
0.260EUR +13.04% 0.260
Bid Size: 27,500
0.290
Ask Size: 27,500
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: 58.67
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.37
Parity: -2.14
Time value: 0.26
Break-even: 176.52
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 1.51
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.18
Theta: -0.04
Omega: 10.52
Rho: 0.04
 

Quote data

Open: 0.180
High: 0.260
Low: 0.180
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -21.21%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.400 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.286
Avg. volume 1W:   0.000
Avg. price 1M:   0.234
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,565.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -