Commerzbank Call 120 SRT3 20.12.2.../  DE000CJ2ZFM3  /

EUWAX
12/12/2019  11:13:40 AM Chg.+0.02 Bid11:38:53 AM Ask11:38:53 AM Underlying Strike price Expiration date Option type
6.77EUR +0.30% 6.72
Bid Size: 4,400
6.80
Ask Size: 4,400
SARTORIUS AG VZO O.N... 120.00 EUR 12/20/2019 Call

Master data

WKN: CJ2ZFM
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/20/2019
Issue date: 10/12/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 6.84
Intrinsic value: 6.84
Implied volatility: 2.11
Historic volatility: 0.36
Parity: 6.84
Time value: 0.05
Break-even: 188.90
Moneyness: 1.57
Premium: 0.00
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 1.16%
Delta: 0.94
Theta: -0.30
Omega: 2.57
Rho: 0.02
 

Quote data

Open: 6.74
High: 6.77
Low: 6.74
Previous Close: 6.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.97%
1 Month  
+23.54%
3 Months  
+32.23%
YTD  
+370.14%
1 Year  
+291.33%
3 Years     -
5 Years     -
1W High / 1W Low: 7.22 6.75
1M High / 1M Low: 7.26 5.48
6M High / 6M Low: 7.28 4.07
High (YTD): 7/23/2019 7.28
Low (YTD): 1/3/2019 1.22
52W High: 7/23/2019 7.28
52W Low: 1/3/2019 1.22
Avg. price 1W:   7.01
Avg. volume 1W:   0.00
Avg. price 1M:   6.56
Avg. volume 1M:   0.00
Avg. price 6M:   5.88
Avg. volume 6M:   0.00
Avg. price 1Y:   4.72
Avg. volume 1Y:   3.27
Volatility 1M:   71.04%
Volatility 6M:   94.63%
Volatility 1Y:   111.08%
Volatility 3Y:   -