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

EUWAX
8/23/2019  4:29:18 PM Chg.+0.150 Bid4:43:40 PM Ask4:43:40 PM Underlying Strike price Expiration date Option type
0.250EUR +150.00% 0.270
Bid Size: 27,500
0.310
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: 55.36
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -6.36
Time value: 0.26
Break-even: 210.11
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.97
Spread abs.: 0.04
Spread %: 15.38%
Delta: 0.11
Theta: -0.01
Omega: 5.95
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.250
Low: 0.100
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+316.67%
1 Month
  -24.24%
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:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,530.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -