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

EUWAX
8/16/2019  1:44:55 PM Chg.0.000 Bid9:57:01 PM Ask9:57:01 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% 0.250
Bid Size: 27,500
0.280
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: 47.58
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -4.18
Time value: 0.30
Break-even: 187.51
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.32
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.15
Theta: -0.02
Omega: 6.96
Rho: 0.06
 

Quote data

Open: 0.090
High: 0.090
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -88.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.060
1M High / 1M Low: 0.510 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.319
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   907.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -