Morgan Stanley Call 210 VEEV 13.1.../  DE000MC2HA21  /

EUWAX
9/20/2019  1:35:30 PM Chg.0.000 Bid9:22:22 PM Ask9:22:22 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.057
Bid Size: 27,500
0.088
Ask Size: 27,500
Veeva Systems Inc 210.00 - 12/13/2019 Call

Master data

WKN: MC2HA2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 12/13/2019
Issue date: 6/13/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 152.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.38
Parity: -7.62
Time value: 0.09
Break-even: 210.88
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 6.40
Spread abs.: 0.03
Spread %: 35.23%
Delta: 0.06
Theta: -0.02
Omega: 8.37
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.00%
3 Months
  -99.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.214 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,607.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -