Morgan Stanley Call 220 VEEV 13.1.../  DE000MC1GHM6  /

EUWAX
8/21/2019  12:02:27 PM Chg.0.000 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.133
Bid Size: 27,500
0.163
Ask Size: 27,500
Veeva Systems Inc 220.00 USD 12/13/2019 Call

Master data

WKN: MC1GHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/13/2019
Issue date: 5/7/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 91.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -5.62
Time value: 0.16
Break-even: 199.81
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 1.98
Spread abs.: 0.03
Spread %: 19.23%
Delta: 0.09
Theta: -0.02
Omega: 7.99
Rho: 0.03
 

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
  -93.33%
1 Month
  -96.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.010
1M High / 1M Low: 0.220 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   6,226.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -