Commerzbank Call 35 MDLZ 19.06.20.../  DE000CJ7EZS2  /

EUWAX
1/27/2020  8:11:56 AM Chg.-0.08 Bid4:17:38 PM Ask- Underlying Strike price Expiration date Option type
1.77EUR -4.32% 1.79
Bid Size: 137,500
-
Ask Size: -
Mondelez Internation... 35.00 USD 6/19/2020 Call

Master data

WKN: CJ7EZS
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 6/19/2020
Issue date: 11/21/2018
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 1.82
Implied volatility: 1.05
Historic volatility: 0.13
Parity: 1.82
Time value: 0.01
Break-even: 50.05
Moneyness: 1.57
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.01
Omega: 2.11
Rho: 0.08
 

Quote data

Open: 1.77
High: 1.77
Low: 1.77
Previous Close: 1.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.56%
1 Month
  -1.67%
3 Months  
+9.94%
YTD
  -1.67%
1 Year  
+105.81%
3 Years     -
5 Years     -
1W High / 1W Low: 1.89 1.78
1M High / 1M Low: 1.89 1.70
6M High / 6M Low: 1.97 1.52
High (YTD): 1/22/2020 1.89
Low (YTD): 1/7/2020 1.70
52W High: 9/9/2019 1.97
52W Low: 1/28/2019 0.83
Avg. price 1W:   1.84
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   1.74
Avg. volume 6M:   0.00
Avg. price 1Y:   1.60
Avg. volume 1Y:   0.00
Volatility 1M:   26.41%
Volatility 6M:   41.37%
Volatility 1Y:   41.63%
Volatility 3Y:   -