Morgan Stanley Call 210 VEEV 13.0.../  DE000MC2HA05  /

EUWAX
7/19/2019  12:30:32 PM Chg.-0.111 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.010EUR -91.74% 0.091
Bid Size: 27,500
0.113
Ask Size: 27,500
Veeva Systems Inc 210.00 USD 9/13/2019 Call

Master data

WKN: MC2HA0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 9/13/2019
Issue date: 6/13/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 136.57
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.37
Parity: -3.28
Time value: 0.11
Break-even: 188.28
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 2.74
Spread abs.: 0.02
Spread %: 19.47%
Delta: 0.09
Theta: -0.03
Omega: 12.80
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.121
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.121 0.010
1M High / 1M Low: 0.144 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   11,347.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -