Commerzbank Call 500 VWS 19.06.20.../  DE000CU3ZG90  /

Frankfurt Zert./COBA
1/27/2020  6:04:51 PM Chg.-0.070 Bid8:02:57 PM Ask8:02:57 PM Underlying Strike price Expiration date Option type
2.230EUR -3.04% 2.230
Bid Size: 4,000
2.270
Ask Size: 4,000
VESTAS WIND SYST. NA... 500.00 DKK 6/19/2020 Call

Master data

WKN: CU3ZG9
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 500.00 DKK
Maturity: 6/19/2020
Issue date: 6/26/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 2.27
Intrinsic value: 2.27
Implied volatility: 0.87
Historic volatility: 0.28
Parity: 2.27
Time value: 0.07
Break-even: 90.31
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.02
Spread abs.: 0.02
Spread %: 0.85%
Delta: 0.68
Theta: -0.01
Omega: 2.62
Rho: 0.15
 

Quote data

Open: 2.260
High: 2.290
Low: 2.180
Previous Close: 2.300
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month
  -11.51%
3 Months  
+92.24%
YTD
  -10.80%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.310 2.240
1M High / 1M Low: 2.520 1.920
6M High / 6M Low: 2.650 0.810
High (YTD): 1/22/2020 2.310
Low (YTD): 1/14/2020 1.920
52W High: - -
52W Low: - -
Avg. price 1W:   2.276
Avg. volume 1W:   0.000
Avg. price 1M:   2.180
Avg. volume 1M:   0.000
Avg. price 6M:   1.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.21%
Volatility 6M:   123.70%
Volatility 1Y:   -
Volatility 3Y:   -