Morgan Stanley Call 220 VEEV 18.0.../  DE000MC16AF1  /

EUWAX
8/16/2019  9:12:48 PM Chg.0.000 Bid9:57:01 PM Ask9:57:01 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.350
Bid Size: 27,500
0.380
Ask Size: 27,500
Veeva Systems Inc 220.00 USD 3/18/2020 Call

Master data

WKN: MC16AF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 3/18/2020
Issue date: 4/16/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.37
Parity: -5.53
Time value: 0.38
Break-even: 201.81
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 7.89%
Delta: 0.14
Theta: -0.01
Omega: 5.35
Rho: 0.10
 

Quote data

Open: 0.180
High: 0.380
Low: 0.180
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -41.94%
3 Months  
+44.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.350
1M High / 1M Low: 0.620 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -