Commerzbank Call 450 VWS 19.06.20.../  DE000CU5LBM0  /

EUWAX
1/24/2020  8:42:02 AM Chg.-0.06 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.83EUR -2.08% 2.93
Bid Size: 4,400
2.96
Ask Size: 4,400
VESTAS WIND SYST. NA... 450.00 DKK 6/19/2020 Call

Master data

WKN: CU5LBM
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 450.00 DKK
Maturity: 6/19/2020
Issue date: 8/12/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.03
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.93
Implied volatility: 1.00
Historic volatility: 0.28
Parity: 2.93
Time value: 0.03
Break-even: 89.82
Moneyness: 1.49
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.03
Spread %: 1.01%
Delta: 0.74
Theta: -0.02
Omega: 2.24
Rho: 0.15
 

Quote data

Open: 2.83
High: 2.83
Low: 2.83
Previous Close: 2.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.70%
1 Month
  -5.35%
3 Months  
+82.58%
YTD
  -9.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.91 2.83
1M High / 1M Low: 3.11 2.47
6M High / 6M Low: - -
High (YTD): 1/2/2020 3.03
Low (YTD): 1/15/2020 2.47
52W High: - -
52W Low: - -
Avg. price 1W:   2.88
Avg. volume 1W:   0.00
Avg. price 1M:   2.77
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -