Morgan Stanley Call 200 VEEV 09.0.../  DE000MC2H9Z4  /

EUWAX
7/17/2019  1:30:43 PM Chg.-0.009 Bid9:47:38 PM Ask9:47:38 PM Underlying Strike price Expiration date Option type
0.001EUR -90.00% 0.049
Bid Size: 27,500
0.071
Ask Size: 27,500
Veeva Systems Inc 200.00 USD 8/9/2019 Call

Master data

WKN: MC2H9Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 8/9/2019
Issue date: 6/13/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 224.34
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.37
Parity: -2.58
Time value: 0.07
Break-even: 179.06
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 11.71
Spread abs.: 0.02
Spread %: 32.35%
Delta: 0.08
Theta: -0.05
Omega: 18.47
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.048 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,376.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -