Morgan Stanley Put 120 VEEV 18.03.../  DE000MC09NF9  /

EUWAX
8/23/2019  9:11:12 PM Chg.+0.040 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.470EUR +9.30% 0.480
Bid Size: 27,500
0.520
Ask Size: 27,500
Veeva Systems Inc 120.00 USD 3/18/2020 Put

Master data

WKN: MC09NF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Put
Strike price: 120.00 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: -27.54
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.36
Parity: -3.55
Time value: 0.52
Break-even: 102.52
Moneyness: 0.75
Premium: 0.28
Premium p.a.: 0.55
Spread abs.: 0.04
Spread %: 7.69%
Delta: -0.34
Theta: -0.08
Omega: -9.40
Rho: -0.31
 

Quote data

Open: 0.270
High: 0.470
Low: 0.270
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.44%
1 Month  
+23.68%
3 Months
  -51.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.420
1M High / 1M Low: 0.610 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.452
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   447.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -