Morgan Stanley Call 205 VEEV 13.0.../  DE000MC2J0U2  /

EUWAX
7/23/2019  10:44:39 AM Chg.0.000 Bid10:54:38 AM Ask10:54:38 AM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 1,100
0.280
Ask Size: 1,100
Veeva Systems Inc 205.00 USD 9/13/2019 Call

Master data

WKN: MC2J0U
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 9/13/2019
Issue date: 6/14/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 117.69
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.37
Parity: -3.23
Time value: 0.13
Break-even: 184.24
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 3.11
Spread abs.: 0.02
Spread %: 17.19%
Delta: 0.10
Theta: -0.03
Omega: 12.17
Rho: 0.02
 

Quote data

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

Performance

1 Week
  -92.70%
1 Month
  -90.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.158 0.010
1M High / 1M Low: 0.187 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   6,157.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -