Morgan Stanley Call 195 VEEV 13.1.../  DE000MC2H9X9  /

EUWAX
8/19/2019  9:13:09 PM Chg.-0.040 Bid9:53:31 PM Ask9:53:31 PM Underlying Strike price Expiration date Option type
0.340EUR -10.53% 0.320
Bid Size: 27,500
0.350
Ask Size: 27,500
Veeva Systems Inc 195.00 USD 12/13/2019 Call

Master data

WKN: MC2H9X
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 195.00 USD
Maturity: 12/13/2019
Issue date: 6/13/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.26
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -3.12
Time value: 0.41
Break-even: 179.90
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.99
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.19
Theta: -0.03
Omega: 6.63
Rho: 0.07
 

Quote data

Open: 0.190
High: 0.350
Low: 0.190
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month
  -46.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.370
1M High / 1M Low: 0.640 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.408
Avg. volume 1W:   0.000
Avg. price 1M:   0.484
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -