Morgan Stanley Put 160 VEEV 13.09.../  DE000MC2CL80  /

EUWAX
7/23/2019  12:26:55 PM Chg.-0.160 Bid4:09:17 PM Ask4:09:17 PM Underlying Strike price Expiration date Option type
0.350EUR -31.37% 0.570
Bid Size: 27,500
0.600
Ask Size: 27,500
Veeva Systems Inc 160.00 USD 9/13/2019 Put

Master data

WKN: MC2CL8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Veeva Systems Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 9/13/2019
Issue date: 6/5/2019
Last trading day: 9/13/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.42
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.37
Parity: -0.78
Time value: 0.53
Break-even: 137.50
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 5.66%
Delta: -0.50
Theta: -0.14
Omega: -14.29
Rho: -0.12
 

Quote data

Open: 0.370
High: 0.370
Low: 0.340
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.08%
1 Month
  -49.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.420
1M High / 1M Low: 1.140 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.641
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -