Morgan Stanley Call 240 VEEV 13.1.../  DE000MC2HA54  /

EUWAX
8/23/2019  10:47:46 AM Chg.-0.009 Bid9:53:45 PM Ask9:53:45 PM Underlying Strike price Expiration date Option type
0.001EUR -90.00% 0.071
Bid Size: 27,500
0.102
Ask Size: 27,500
Veeva Systems Inc 240.00 USD 12/13/2019 Call

Master data

WKN: MC2HA5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 12/13/2019
Issue date: 6/13/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 140.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.36
Parity: -7.22
Time value: 0.10
Break-even: 216.46
Moneyness: 0.66
Premium: 0.51
Premium p.a.: 2.89
Spread abs.: 0.03
Spread %: 30.39%
Delta: 0.06
Theta: -0.02
Omega: 8.36
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -88.89%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.023 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   3,091.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -