Morgan Stanley Call 230 VEEV 13.0.../  DE000MC2J0Y4  /

EUWAX
8/22/2019  11:20:20 AM Chg.-0.140 Bid7:25:14 PM Ask7:25:14 PM Underlying Strike price Expiration date Option type
0.100EUR -58.33% 0.220
Bid Size: 27,500
0.260
Ask Size: 27,500
Veeva Systems Inc 230.00 USD 3/13/2020 Call

Master data

WKN: MC2J0Y
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 3/13/2020
Issue date: 6/14/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.16
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -6.13
Time value: 0.28
Break-even: 210.19
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.92
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.11
Theta: -0.01
Omega: 5.92
Rho: 0.08
 

Quote data

Open: 0.090
High: 0.100
Low: 0.090
Previous Close: 0.240
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -72.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.060
1M High / 1M Low: 0.380 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.252
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,509.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -