Commerzbank Call 130 SRT3 20.12.2.../  DE000CJ517H6  /

EUWAX
12/6/2019  8:07:08 AM Chg.+0.01 Bid8:50:34 AM Ask8:50:34 AM Underlying Strike price Expiration date Option type
6.05EUR +0.17% 6.05
Bid Size: 538
6.22
Ask Size: 538
SARTORIUS AG VZO O.N... 130.00 EUR 12/20/2019 Call

Master data

WKN: CJ517H
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/20/2019
Issue date: 11/13/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 6.12
Intrinsic value: 6.12
Implied volatility: 1.52
Historic volatility: 0.36
Parity: 6.12
Time value: 0.02
Break-even: 191.40
Moneyness: 1.47
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 1.30%
Delta: 0.92
Theta: -0.17
Omega: 2.85
Rho: 0.04
 

Quote data

Open: 6.05
High: 6.05
Low: 6.05
Previous Close: 6.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.17%
1 Month  
+16.12%
3 Months  
+26.57%
YTD  
+430.70%
1 Year  
+380.16%
3 Years     -
5 Years     -
1W High / 1W Low: 6.11 5.48
1M High / 1M Low: 6.27 4.49
6M High / 6M Low: 6.33 3.21
High (YTD): 7/23/2019 6.33
Low (YTD): 1/3/2019 0.97
52W High: 7/23/2019 6.33
52W Low: 1/3/2019 0.97
Avg. price 1W:   5.88
Avg. volume 1W:   0.00
Avg. price 1M:   5.41
Avg. volume 1M:   0.00
Avg. price 6M:   4.91
Avg. volume 6M:   0.00
Avg. price 1Y:   3.88
Avg. volume 1Y:   0.00
Volatility 1M:   90.80%
Volatility 6M:   109.84%
Volatility 1Y:   144.18%
Volatility 3Y:   -