Commerzbank Call 55 MDLZ 20.03.20.../  DE000CU4JTH9  /

EUWAX
12/6/2019  4:54:12 PM Chg.+0.020 Bid8:02:35 PM Ask8:02:35 PM Underlying Strike price Expiration date Option type
0.150EUR +15.38% 0.140
Bid Size: 165,000
0.150
Ask Size: 165,000
Mondelez Internation... 55.00 USD 3/20/2020 Call

Master data

WKN: CU4JTH
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 55.00 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: 32.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.14
Parity: -0.11
Time value: 0.15
Break-even: 51.23
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.27
Theta: 0.00
Omega: 8.69
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month  
+66.67%
3 Months
  -60.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.090
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -