Morgan Stanley Call 215 VEEV 13.1.../  DE000MC23C78  /

EUWAX
8/20/2019  10:56:54 AM Chg.0.000 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.148
Bid Size: 27,500
0.178
Ask Size: 27,500
Veeva Systems Inc 215.00 USD 12/13/2019 Call

Master data

WKN: MC23C7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 215.00 USD
Maturity: 12/13/2019
Issue date: 6/24/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.99
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -5.13
Time value: 0.17
Break-even: 195.75
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.73
Spread abs.: 0.03
Spread %: 17.24%
Delta: 0.10
Theta: -0.02
Omega: 7.91
Rho: 0.04
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -96.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.270 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,755.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -