Commerzbank Call 140 SRT3 20.12.2019
/ DE000CA5FHE0
Commerzbank Call 140 SRT3 20.12.2.../ DE000CA5FHE0 /
| 12/12/2019 2:06:00 PM |
Chg.+0.02 |
Bid2:25:16 PM |
Ask2:25:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.77EUR |
+0.42% |
4.82
Bid Size: 4,400 |
4.90
Ask Size: 4,400 |
SARTORIUS AG VZO O.N... |
140.00 EUR |
12/20/2019 |
Call |
Master data
| WKN: |
CA5FHE |
| Issuer: |
Commerzbank AG |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
12/20/2019 |
| Issue date: |
8/7/2018 |
| Last trading day: |
12/19/2019 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
4.84 |
| Implied volatility: |
1.55 |
| Historic volatility: |
0.36 |
| Parity: |
4.84 |
| Time value: |
0.05 |
| Break-even: |
188.90 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.64% |
| Delta: |
0.91 |
| Theta: |
-0.27 |
| Omega: |
3.52 |
| Rho: |
0.03 |
Quote data
| Open: |
4.73 |
| High: |
4.82 |
| Low: |
4.72 |
| Previous Close: |
4.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.54% |
| 1 Month |
|
|
+35.13% |
| 3 Months |
|
|
+41.96% |
| YTD |
|
|
+424.18% |
| 1 Year |
|
|
+329.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.23 |
4.75 |
| 1M High / 1M Low: |
5.28 |
3.53 |
| 6M High / 6M Low: |
5.41 |
2.40 |
| High (YTD): |
7/23/2019 |
5.41 |
| Low (YTD): |
1/3/2019 |
0.76 |
| 52W High: |
7/23/2019 |
5.41 |
| 52W Low: |
1/3/2019 |
0.76 |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
101.57% |
| Volatility 6M: |
|
130.40% |
| Volatility 1Y: |
|
160.74% |
| Volatility 3Y: |
|
- |
