Morgan Stanley Call 260 VEEV 13.0.../  DE000MC2HA62  /

EUWAX
8/16/2019  10:37:26 AM Chg.0.000 Bid9:51:04 PM Ask9:51:04 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.126
Bid Size: 27,500
0.155
Ask Size: 27,500
Veeva Systems Inc 260.00 USD 3/13/2020 Call

Master data

WKN: MC2HA6
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 3/13/2020
Issue date: 6/13/2019
Last trading day: 3/13/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 92.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.37
Parity: -9.13
Time value: 0.16
Break-even: 235.56
Moneyness: 0.61
Premium: 0.65
Premium p.a.: 1.40
Spread abs.: 0.03
Spread %: 18.71%
Delta: 0.07
Theta: -0.01
Omega: 6.24
Rho: 0.05
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -95.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.151 0.010
1M High / 1M Low: 0.227 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   7,483.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -