Morgan Stanley Call 200 VEEV 13.0.../  DE000MC1NS57  /

EUWAX
7/17/2019  9:18:06 PM Chg.+0.019 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.199EUR +10.56% 0.204
Bid Size: 27,500
0.226
Ask Size: 27,500
Veeva Systems Inc 200.00 USD 9/13/2019 Call

Master data

WKN: MC1NS5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 9/13/2019
Issue date: 5/14/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 75.90
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.37
Parity: -2.58
Time value: 0.20
Break-even: 180.39
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.87
Spread abs.: 0.02
Spread %: 10.95%
Delta: 0.15
Theta: -0.04
Omega: 11.08
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.207
Low: 0.120
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.48%
1 Month  
+99.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.180
1M High / 1M Low: 0.310 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,404.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -