Commerzbank Call 180 SRT3 20.12.2.../  DE000CA5FHG5  /

EUWAX
12/13/2019  6:13:06 PM Chg.-0.270 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.690EUR -28.13% 0.640
Bid Size: 5,045
0.670
Ask Size: 5,045
SARTORIUS AG VZO O.N... 180.00 EUR 12/20/2019 Call

Master data

WKN: CA5FHG
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 12/20/2019
Issue date: 8/7/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.13
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.45
Implied volatility: 0.54
Historic volatility: 0.36
Parity: 0.45
Time value: 0.23
Break-even: 186.80
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 1.12
Spread abs.: 0.03
Spread %: 4.41%
Delta: 0.61
Theta: -0.28
Omega: 16.55
Rho: 0.02
 

Quote data

Open: 1.050
High: 1.050
Low: 0.580
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -49.26%
1 Month  
+6.15%
3 Months
  -2.82%
YTD  
+91.67%
1 Year  
+43.75%
3 Years     -
5 Years     -
1W High / 1W Low: 1.400 0.690
1M High / 1M Low: 1.540 0.650
6M High / 6M Low: 2.260 0.360
High (YTD): 6/20/2019 2.260
Low (YTD): 1/24/2019 0.290
52W High: 6/20/2019 2.260
52W Low: 1/24/2019 0.290
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   1.057
Avg. volume 1M:   980.952
Avg. price 6M:   1.139
Avg. volume 6M:   373.643
Avg. price 1Y:   1.061
Avg. volume 1Y:   192.800
Volatility 1M:   368.08%
Volatility 6M:   312.90%
Volatility 1Y:   285.77%
Volatility 3Y:   -