Commerzbank Call 250 SRT3 20.03.2.../  DE000CU3SQS5  /

EUWAX
11/19/2019  3:48:12 PM Chg.-0.002 Bid4:01:46 PM Ask3:48:12 PM Underlying Strike price Expiration date Option type
0.010EUR -16.67% 0.009
Bid Size: 137,500
0.020
Ask Size: 137,500
SARTORIUS AG VZO O.N... 250.00 EUR 3/20/2020 Call

Master data

WKN: CU3SQS
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 3/20/2020
Issue date: 6/19/2019
Last trading day: 3/19/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 83.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.37
Parity: -0.67
Time value: 0.02
Break-even: 252.20
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 1.61
Spread abs.: 0.01
Spread %: 45.45%
Delta: 0.09
Theta: -0.02
Omega: 7.74
Rho: 0.05
 

Quote data

Open: 0.011
High: 0.012
Low: 0.010
Previous Close: 0.012
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+42.86%
3 Months
  -41.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.012 0.009
1M High / 1M Low: 0.017 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   282.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -