Morgan Stanley Call 215 VEEV 13.0.../  DE000MC23C52  /

EUWAX
8/20/2019  9:18:57 PM Chg.0.000 Bid9:49:55 PM Ask9:49:55 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.360
Bid Size: 27,500
0.390
Ask Size: 27,500
Veeva Systems Inc 215.00 USD 3/13/2020 Call

Master data

WKN: MC23C5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 215.00 USD
Maturity: 3/13/2020
Issue date: 6/24/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.56
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -5.13
Time value: 0.37
Break-even: 197.71
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.14
Theta: -0.01
Omega: 5.48
Rho: 0.09
 

Quote data

Open: 0.210
High: 0.360
Low: 0.210
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.40%
1 Month
  -41.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.360
1M High / 1M Low: 0.590 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.468
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -