Commerzbank Call 450 VWS 19.06.20.../  DE000CU5LBM0  /

EUWAX
1/23/2020  8:41:57 AM Chg.-0.02 Bid10:03:26 AM Ask10:03:26 AM Underlying Strike price Expiration date Option type
2.89EUR -0.69% 2.86
Bid Size: 22,000
2.87
Ask Size: 22,000
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: 3.07
Leverage: Yes

Calculated values

Fair value: 2.90
Intrinsic value: 2.90
Implied volatility: 0.98
Historic volatility: 0.28
Parity: 2.90
Time value: 0.01
Break-even: 89.32
Moneyness: 1.48
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.34%
Delta: 0.74
Theta: -0.01
Omega: 2.26
Rho: 0.15
 

Quote data

Open: 2.89
High: 2.89
Low: 2.89
Previous Close: 2.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.65%
1 Month
  -3.34%
3 Months  
+91.39%
YTD
  -7.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.91 2.66
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:   2.83
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:   81.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -