Commerzbank Call 190 SRT3 20.12.2.../  DE000CU0Y912  /

EUWAX
12/9/2019  6:09:43 PM Chg.+0.010 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.570EUR +1.79% 0.590
Bid Size: 5,534
0.610
Ask Size: 5,534
SARTORIUS AG VZO O.N... 190.00 EUR 12/20/2019 Call

Master data

WKN: CU0Y91
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 12/20/2019
Issue date: 2/13/2019
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.17
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.24
Implied volatility: 0.44
Historic volatility: 0.36
Parity: 0.24
Time value: 0.34
Break-even: 195.80
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.79
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.51
Theta: -0.15
Omega: 16.89
Rho: 0.03
 

Quote data

Open: 0.520
High: 0.570
Low: 0.460
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+137.50%
1 Month  
+29.55%
3 Months
  -9.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.560 0.240
1M High / 1M Low: 0.800 0.240
6M High / 6M Low: 1.810 0.160
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.438
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.758
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   603.85%
Volatility 6M:   389.85%
Volatility 1Y:   -
Volatility 3Y:   -