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

EUWAX
10/18/2019  10:45:10 AM Chg.0.000 Bid9:15:47 PM Ask9:15:47 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.041
Bid Size: 27,500
0.072
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: 185.12
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.36
Parity: -9.95
Time value: 0.07
Break-even: 233.47
Moneyness: 0.57
Premium: 0.75
Premium p.a.: 3.06
Spread abs.: 0.03
Spread %: 43.06%
Delta: 0.04
Theta: -0.01
Omega: 7.43
Rho: 0.02
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -98.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.001
1M High / 1M Low: 0.061 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   27,764.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -