Commerzbank Call 160 SRT3 20.12.2.../  DE000CA5FHF7  /

EUWAX
12/6/2019  1:38:42 PM Chg.-0.05 Bid1:47:33 PM Ask1:47:33 PM Underlying Strike price Expiration date Option type
3.02EUR -1.63% 3.02
Bid Size: 4,400
3.10
Ask Size: 4,400
SARTORIUS AG VZO O.N... 160.00 EUR 12/20/2019 Call

Master data

WKN: CA5FHF
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 12/20/2019
Issue date: 8/7/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.03
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 3.12
Implied volatility: 0.93
Historic volatility: 0.36
Parity: 3.12
Time value: 0.05
Break-even: 191.70
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 2.52%
Delta: 0.84
Theta: -0.15
Omega: 5.04
Rho: 0.05
 

Quote data

Open: 3.07
High: 3.07
Low: 2.97
Previous Close: 3.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.95%
1 Month  
+24.28%
3 Months  
+29.61%
YTD  
+449.09%
1 Year  
+364.62%
3 Years     -
5 Years     -
1W High / 1W Low: 3.15 2.54
1M High / 1M Low: 3.34 1.78
6M High / 6M Low: 3.69 1.10
High (YTD): 7/23/2019 3.69
Low (YTD): 1/24/2019 0.47
52W High: 7/23/2019 3.69
52W Low: 1/24/2019 0.47
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   1.95
Avg. volume 1Y:   0.00
Volatility 1M:   177.58%
Volatility 6M:   195.37%
Volatility 1Y:   211.43%
Volatility 3Y:   -