Morgan Stanley Call 200 VEEV 18.0.../  DE000MC0W0P7  /

EUWAX
8/16/2019  9:21:11 PM Chg.+0.010 Bid9:57:01 PM Ask9:57:01 PM Underlying Strike price Expiration date Option type
0.640EUR +1.59% 0.630
Bid Size: 27,500
0.660
Ask Size: 27,500
Veeva Systems Inc 200.00 USD 3/18/2020 Call

Master data

WKN: MC0W0P
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 3/18/2020
Issue date: 3/28/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.63
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.37
Parity: -3.73
Time value: 0.66
Break-even: 186.61
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.22
Theta: -0.02
Omega: 4.67
Rho: 0.14
 

Quote data

Open: 0.460
High: 0.640
Low: 0.440
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -37.25%
3 Months  
+52.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.610
1M High / 1M Low: 1.050 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.777
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -