Commerzbank Call 450 VWS 19.06.20.../  DE000CU5LBM0  /

Frankfurt Zert./COBA
1/16/2020  9:39:29 PM Chg.+0.130 Bid9:31:19 PM Ask9:31:19 PM Underlying Strike price Expiration date Option type
2.770EUR +4.92% 2.870
Bid Size: 4,000
2.930
Ask Size: 4,000
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: 2.85
Intrinsic value: 2.85
Implied volatility: 0.99
Historic volatility: 0.28
Parity: 2.85
Time value: 0.04
Break-even: 89.12
Moneyness: 1.47
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.35%
Delta: 0.73
Theta: -0.01
Omega: 2.25
Rho: 0.15
 

Quote data

Open: 2.660
High: 2.810
Low: 2.660
Previous Close: 2.640
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+9.92%
1 Month
  -11.22%
3 Months  
+99.28%
YTD
  -10.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.770 2.490
1M High / 1M Low: 3.130 2.490
6M High / 6M Low: - -
High (YTD): 1/2/2020 2.800
Low (YTD): 1/14/2020 2.490
52W High: - -
52W Low: - -
Avg. price 1W:   2.618
Avg. volume 1W:   0.000
Avg. price 1M:   2.781
Avg. volume 1M:   12.563
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -