Morgan Stanley Call 200 VEEV 16.1.../  DE000MC0W0N2  /

EUWAX
8/21/2019  7:27:56 PM Chg.+0.06 Bid8:05:28 PM Ask8:05:28 PM Underlying Strike price Expiration date Option type
1.55EUR +4.03% 1.55
Bid Size: 27,500
1.58
Ask Size: 27,500
Veeva Systems Inc 200.00 USD 12/16/2020 Call

Master data

WKN: MC0W0N
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/16/2020
Issue date: 3/28/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.35
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.37
Parity: -3.81
Time value: 1.52
Break-even: 195.42
Moneyness: 0.79
Premium: 0.38
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.30
Theta: -0.01
Omega: 2.78
Rho: 0.36
 

Quote data

Open: 1.35
High: 1.58
Low: 1.35
Previous Close: 1.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.31%
1 Month
  -21.72%
3 Months  
+37.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.57 1.48
1M High / 1M Low: 1.98 1.48
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.53
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -