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

EUWAX
8/16/2019  10:37:26 AM Chg.+0.010 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.030EUR +50.00% 0.207
Bid Size: 27,500
0.236
Ask Size: 27,500
Veeva Systems Inc 210.00 USD 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 USD
Maturity: 12/13/2019
Issue date: 6/13/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.10
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -4.63
Time value: 0.25
Break-even: 191.51
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.48
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.13
Theta: -0.02
Omega: 7.23
Rho: 0.05
 

Quote data

Open: 0.040
High: 0.040
Low: 0.030
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -92.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.020
1M High / 1M Low: 0.420 0.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.215
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,808.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -