Commerzbank Call 220 SRT3 20.12.2.../  DE000CA523W2  /

EUWAX
12/9/2019  6:09:46 PM Chg.0.000 Bid9:45:13 PM Ask9:45:13 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 22,000
0.005
Ask Size: 80,000
SARTORIUS AG VZO O.N... 220.00 EUR 12/20/2019 Call

Master data

WKN: CA523W
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 12/20/2019
Issue date: 8/27/2018
Last trading day: 12/19/2019
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 96.20
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.36
Parity: -0.28
Time value: 0.02
Break-even: 222.00
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.15
Theta: -0.25
Omega: 14.91
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -88.89%
YTD
  -90.00%
1 Year
  -94.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.078 0.001
High (YTD): 6/20/2019 0.078
Low (YTD): 12/6/2019 0.001
52W High: 6/20/2019 0.078
52W Low: 12/6/2019 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   15,000
Avg. price 6M:   0.016
Avg. volume 6M:   3,125
Avg. price 1Y:   0.023
Avg. volume 1Y:   1,600
Volatility 1M:   -
Volatility 6M:   624.06%
Volatility 1Y:   602.87%
Volatility 3Y:   -