Morgan Stanley Call 205 VEEV 13.1.../  DE000MC2J0V0  /

EUWAX
8/20/2019  1:36:55 PM Chg.-0.160 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
0.060EUR -72.73% 0.216
Bid Size: 27,500
0.246
Ask Size: 27,500
Veeva Systems Inc 205.00 USD 12/13/2019 Call

Master data

WKN: MC2J0V
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 205.00 USD
Maturity: 12/13/2019
Issue date: 6/14/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.95
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -4.23
Time value: 0.24
Break-even: 187.41
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.38
Spread abs.: 0.03
Spread %: 12.40%
Delta: 0.13
Theta: -0.02
Omega: 7.48
Rho: 0.05
 

Quote data

Open: 0.070
High: 0.070
Low: 0.060
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.00%
1 Month
  -86.36%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.060
1M High / 1M Low: 0.410 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,333.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -