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

EUWAX
8/23/2019  1:30:38 PM Chg.+0.030 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.040EUR +300.00% 0.130
Bid Size: 27,500
0.161
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: 88.94
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.36
Parity: -5.43
Time value: 0.16
Break-even: 199.10
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.96
Spread abs.: 0.03
Spread %: 19.25%
Delta: 0.09
Theta: -0.02
Omega: 8.05
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.040
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+300.00%
1 Month
  -20.00%
3 Months  
+300.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.010
1M High / 1M Low: 0.186 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   6,238.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -