Commerzbank Call 150 SRT3 20.12.2.../  DE000CA15U47  /

EUWAX
12/9/2019  6:10:14 PM Chg.+0.07 Bid9:45:13 PM Ask9:45:13 PM Underlying Strike price Expiration date Option type
4.23EUR +1.68% 4.24
Bid Size: 825
4.38
Ask Size: 825
SARTORIUS AG VZO O.N... 150.00 EUR 12/20/2019 Call

Master data

WKN: CA15U4
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 12/20/2019
Issue date: 5/9/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.24
Implied volatility: 1.20
Historic volatility: 0.36
Parity: 4.24
Time value: 0.02
Break-even: 192.60
Moneyness: 1.28
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.88%
Delta: 0.89
Theta: -0.18
Omega: 4.03
Rho: 0.04
 

Quote data

Open: 4.13
High: 4.23
Low: 4.06
Previous Close: 4.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month  
+29.75%
3 Months  
+52.71%
YTD  
+531.34%
1 Year  
+471.62%
3 Years     -
5 Years     -
1W High / 1W Low: 4.16 3.51
1M High / 1M Low: 4.29 2.61
6M High / 6M Low: 4.51 1.66
High (YTD): 7/23/2019 4.51
Low (YTD): 1/3/2019 0.58
52W High: 7/23/2019 4.51
52W Low: 1/3/2019 0.58
Avg. price 1W:   3.92
Avg. volume 1W:   0.00
Avg. price 1M:   3.53
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   2.52
Avg. volume 1Y:   0.00
Volatility 1M:   140.27%
Volatility 6M:   162.62%
Volatility 1Y:   164.67%
Volatility 3Y:   -