Commerzbank Call 550 VWS 19.06.20.../  DE000CU3ZHA7  /

Frankfurt Zert./COBA
1/28/2020  4:57:28 PM Chg.+0.070 Bid5:15:07 PM Ask5:15:07 PM Underlying Strike price Expiration date Option type
1.760EUR +4.14% 1.750
Bid Size: 5,000
1.770
Ask Size: 5,000
VESTAS WIND SYST. NA... 550.00 DKK 6/19/2020 Call

Master data

WKN: CU3ZHA
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 550.00 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: 5.26
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 0.75
Historic volatility: 0.28
Parity: 1.52
Time value: 0.17
Break-even: 90.50
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.59%
Delta: 0.60
Theta: -0.01
Omega: 3.17
Rho: 0.14
 

Quote data

Open: 1.710
High: 1.760
Low: 1.650
Previous Close: 1.690
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month
  -10.66%
3 Months  
+107.06%
YTD
  -9.28%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.760 1.690
1M High / 1M Low: 1.940 1.430
6M High / 6M Low: 2.090 0.560
High (YTD): 1/22/2020 1.760
Low (YTD): 1/14/2020 1.430
52W High: - -
52W Low: - -
Avg. price 1W:   1.724
Avg. volume 1W:   0.000
Avg. price 1M:   1.638
Avg. volume 1M:   0.000
Avg. price 6M:   1.179
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.68%
Volatility 6M:   149.91%
Volatility 1Y:   -
Volatility 3Y:   -