Commerzbank Call 140 SRT3 20.12.2.../  DE000CA5FHE0  /

EUWAX
12/6/2019  6:14:51 PM Chg.+0.11 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
5.16EUR +2.18% 5.17
Bid Size: 825
5.25
Ask Size: 825
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: 3.66
Leverage: Yes

Calculated values

Fair value: 5.24
Intrinsic value: 5.24
Implied volatility: 1.34
Historic volatility: 0.36
Parity: 5.24
Time value: 0.01
Break-even: 192.50
Moneyness: 1.37
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.08
Spread %: 1.52%
Delta: 0.91
Theta: -0.16
Omega: 3.32
Rho: 0.04
 

Quote data

Open: 5.05
High: 5.18
Low: 4.94
Previous Close: 5.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+22.86%
3 Months  
+31.97%
YTD  
+467.03%
1 Year  
+443.16%
3 Years     -
5 Years     -
1W High / 1W Low: 5.16 4.48
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:   4.91
Avg. volume 1W:   0.00
Avg. price 1M:   4.48
Avg. volume 1M:   0.00
Avg. price 6M:   4.03
Avg. volume 6M:   0.00
Avg. price 1Y:   3.20
Avg. volume 1Y:   0.00
Volatility 1M:   112.26%
Volatility 6M:   130.99%
Volatility 1Y:   161.84%
Volatility 3Y:   -