Commerzbank Call 260 SRT3 20.03.2.../  DE000CU43QJ6  /

EUWAX
11/22/2019  6:10:00 PM Chg.-0.013 Bid8:39:34 PM Ask8:29:59 PM Underlying Strike price Expiration date Option type
0.087EUR -13.00% 0.090
Bid Size: 11,000
0.100
Ask Size: 11,000
SARTORIUS AG VZO O.N... 260.00 EUR 3/20/2020 Call

Master data

WKN: CU43QJ
Issuer: Commerzbank AG
Currency: EUR
Underlying: SARTORIUS AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 3/20/2020
Issue date: 7/24/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 165.36
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.37
Parity: -7.81
Time value: 0.11
Break-even: 261.10
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 2.03
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.05
Theta: -0.01
Omega: 9.06
Rho: 0.03
 

Quote data

Open: 0.096
High: 0.100
Low: 0.087
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.08%
1 Month
  -27.50%
3 Months
  -48.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.160 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   43.478
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -