Commerzbank Call 50 MDLZ 20.03.20.../  DE000CU4JTG1  /

EUWAX
12/13/2019  4:51:50 PM Chg.-0.050 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
0.350EUR -12.50% 0.370
Bid Size: 165,000
0.380
Ask Size: 165,000
Mondelez Internation... 50.00 USD 3/20/2020 Call

Master data

WKN: CU4JTG
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 3/20/2020
Issue date: 7/1/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.54
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.27
Implied volatility: 0.52
Historic volatility: 0.14
Parity: 0.27
Time value: 0.11
Break-even: 48.78
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.46
Theta: 0.00
Omega: 5.72
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -5.41%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.350
1M High / 1M Low: 0.470 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.374
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -