Morgan Stanley Put 160 VEEV 09.08.../  DE000MC2HE19  /

EUWAX
7/16/2019  8:56:44 AM Chg.+0.029 Bid8:56:46 AM Ask8:56:46 AM Underlying Strike price Expiration date Option type
0.030EUR +2900.00% 0.030
Bid Size: 1,100
0.244
Ask Size: 1,100
Veeva Systems Inc 160.00 USD 8/9/2019 Put

Master data

WKN: MC2HE1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 8/9/2019
Issue date: 6/13/2019
Last trading day: 8/9/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -97.99
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.37
Parity: -1.27
Time value: 0.16
Break-even: 140.52
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 2.83
Spread abs.: 0.02
Spread %: 14.56%
Delta: -0.22
Theta: -0.11
Omega: -21.08
Rho: -0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.29%
1 Month
  -95.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.204 0.001
1M High / 1M Low: 0.830 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   534.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -