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

EUWAX
7/17/2019  9:04:35 PM Chg.+0.148 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.158EUR +1480.00% 0.149
Bid Size: 27,500
0.171
Ask Size: 27,500
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: -74.78
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.37
Parity: -0.98
Time value: 0.20
Break-even: 140.67
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 2.29
Spread abs.: 0.02
Spread %: 10.78%
Delta: -0.28
Theta: -0.13
Omega: -20.66
Rho: -0.03
 

Quote data

Open: 0.180
High: 0.180
Low: 0.157
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.80%
1 Month
  -70.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.158 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:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,932.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -