Commerzbank Call 56 MDLZ 20.03.20.../  DE000CU0PN05  /

EUWAX
12/6/2019  4:38:11 PM Chg.+0.020 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
0.110EUR +22.22% 0.110
Bid Size: 165,000
0.120
Ask Size: 165,000
Mondelez Internation... 56.00 USD 3/20/2020 Call

Master data

WKN: CU0PN0
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 3/20/2020
Issue date: 2/5/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.14
Parity: -0.20
Time value: 0.12
Break-even: 51.63
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.23
Theta: 0.00
Omega: 9.34
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.88%
1 Month  
+35.80%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.066
1M High / 1M Low: 0.110 0.055
6M High / 6M Low: 0.330 0.055
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.81%
Volatility 6M:   185.94%
Volatility 1Y:   -
Volatility 3Y:   -