Commerzbank Call 170 SRT3 20.12.2.../  DE000CJ517J2  /

EUWAX
12/5/2019  6:16:08 PM Chg.-0.07 Bid6:25:54 PM Ask6:25:54 PM Underlying Strike price Expiration date Option type
2.14EUR -3.17% 2.13
Bid Size: 1,375
2.23
Ask Size: 1,375
SARTORIUS AG VZO O.N... 170.00 EUR 12/20/2019 Call

Master data

WKN: CJ517J
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 12/20/2019
Issue date: 11/13/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.19
Implied volatility: 0.75
Historic volatility: 0.37
Parity: 2.19
Time value: 0.09
Break-even: 192.80
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.06
Spread %: 2.63%
Delta: 0.78
Theta: -0.14
Omega: 6.52
Rho: 0.05
 

Quote data

Open: 2.23
High: 2.32
Low: 2.11
Previous Close: 2.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.42%
1 Month  
+53.96%
3 Months  
+21.59%
YTD  
+375.56%
1 Year  
+224.24%
3 Years     -
5 Years     -
1W High / 1W Low: 2.21 1.66
1M High / 1M Low: 2.44 1.08
6M High / 6M Low: 2.91 0.67
High (YTD): 7/23/2019 2.91
Low (YTD): 1/24/2019 0.37
52W High: 7/23/2019 2.91
52W Low: 1/24/2019 0.37
Avg. price 1W:   2.00
Avg. volume 1W:   0.00
Avg. price 1M:   1.69
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.45
Avg. volume 1Y:   0.00
Volatility 1M:   243.11%
Volatility 6M:   220.72%
Volatility 1Y:   231.11%
Volatility 3Y:   -