Commerzbank Call 250 SRT3 19.06.2.../  DE000CU4RMN5  /

EUWAX
11/15/2019  6:09:44 PM Chg.+0.030 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.250EUR +13.64% 0.250
Bid Size: 11,000
0.260
Ask Size: 11,000
SARTORIUS AG VZO O.N... 250.00 EUR 6/19/2020 Call

Master data

WKN: CU4RMN
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 6/19/2020
Issue date: 7/18/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.61
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.37
Parity: -7.15
Time value: 0.23
Break-even: 252.30
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.08
Theta: -0.01
Omega: 6.51
Rho: 0.08
 

Quote data

Open: 0.220
High: 0.250
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+47.06%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.270 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   432.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -