Morgan Stanley Put 100 VEEV 18.03.../  DE000MC09NG7  /

EUWAX
8/23/2019  1:53:04 PM Chg.+0.010 Bid4:37:05 PM Ask4:37:05 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.179
Bid Size: 27,500
0.210
Ask Size: 27,500
Veeva Systems Inc 100.00 USD 3/18/2020 Put

Master data

WKN: MC09NG
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 3/18/2020
Issue date: 3/21/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -63.12
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.38
Parity: -5.37
Time value: 0.23
Break-even: 87.94
Moneyness: 0.63
Premium: 0.39
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 13.60%
Delta: -0.13
Theta: -0.04
Omega: -7.98
Rho: -0.12
 

Quote data

Open: 0.040
High: 0.110
Low: 0.040
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month  
+80.00%
3 Months
  -81.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.010
1M High / 1M Low: 0.290 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   9,699.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -