Morgan Stanley Call 200 VEEV 18.1.../  DE000MC0W0Q5  /

EUWAX
8/23/2019  9:18:29 PM Chg.+0.020 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
0.300EUR +7.14% 0.290
Bid Size: 27,500
0.330
Ask Size: 27,500
Veeva Systems Inc 200.00 USD 12/18/2019 Call

Master data

WKN: MC0W0Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/18/2019
Issue date: 3/28/2019
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.75
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.36
Parity: -3.63
Time value: 0.32
Break-even: 182.73
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 1.15
Spread abs.: 0.04
Spread %: 12.50%
Delta: 0.16
Theta: -0.02
Omega: 7.05
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.330
Low: 0.230
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -34.78%
3 Months  
+25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.510 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.379
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -