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

EUWAX
10/18/2019  12:31:39 PM Chg.-0.082 Bid8:50:48 PM Ask8:50:48 PM Underlying Strike price Expiration date Option type
0.008EUR -91.11% 0.075
Bid Size: 27,500
0.106
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: 110.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.36
Parity: -6.37
Time value: 0.12
Break-even: 198.15
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 1.61
Spread abs.: 0.03
Spread %: 25.62%
Delta: 0.07
Theta: -0.01
Omega: 7.47
Rho: 0.03
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -85.45%
3 Months
  -98.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.008
1M High / 1M Low: 0.170 0.008
6M High / 6M Low: 0.700 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,346.44%
Volatility 6M:   2,713.07%
Volatility 1Y:   -
Volatility 3Y:   -