Commerzbank Call 50 MDLZ 20.03.20.../  DE000CU4JTG1  /

Frankfurt Zert./COBA
12/6/2019  9:35:21 PM Chg.-0.010 Bid9:57:33 PM Ask9:57:33 PM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.430
Bid Size: 150,000
0.440
Ask Size: 150,000
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: 11.01
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.54
Historic volatility: 0.14
Parity: 0.34
Time value: 0.10
Break-even: 49.43
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.48
Theta: 0.00
Omega: 5.28
Rho: 0.05
 

Quote data

Open: 0.430
High: 0.440
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+35.48%
3 Months
  -41.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.430 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -