Commerzbank Call 500 VWS 19.06.20.../  DE000CU3ZG90  /

Frankfurt Zert./COBA
1/16/2020  9:38:17 PM Chg.+0.110 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
2.180EUR +5.31% 2.290
Bid Size: 4,000
2.300
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: 3.87
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 2.18
Implied volatility: 0.88
Historic volatility: 0.28
Parity: 2.18
Time value: 0.11
Break-even: 89.81
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.44%
Delta: 0.67
Theta: -0.01
Omega: 2.59
Rho: 0.15
 

Quote data

Open: 2.080
High: 2.220
Low: 2.080
Previous Close: 2.070
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+11.79%
1 Month
  -13.49%
3 Months  
+120.20%
YTD
  -12.80%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.180 1.920
1M High / 1M Low: 2.520 1.920
6M High / 6M Low: 2.650 0.810
High (YTD): 1/2/2020 2.240
Low (YTD): 1/14/2020 1.920
52W High: - -
52W Low: - -
Avg. price 1W:   2.043
Avg. volume 1W:   0.000
Avg. price 1M:   2.201
Avg. volume 1M:   0.000
Avg. price 6M:   1.560
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.22%
Volatility 6M:   123.75%
Volatility 1Y:   -
Volatility 3Y:   -