Commerzbank Call 140 SRT3 20.12.2.../  DE000CA5FHE0  /

EUWAX
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:   -