Commerzbank Call 60 MDLZ 20.03.20.../  DE000CU4JTJ5  /

EUWAX
12/6/2019  4:54:13 PM Chg.+0.006 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.025EUR +31.58% 0.023
Bid Size: 165,000
0.033
Ask Size: 165,000
Mondelez Internation... 60.00 USD 3/20/2020 Call

Master data

WKN: CU4JTJ
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 60.00 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: 147.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -0.56
Time value: 0.03
Break-even: 54.58
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 30.30%
Delta: 0.09
Theta: 0.00
Omega: 13.61
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+127.27%
1 Month  
+47.06%
3 Months
  -84.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.011
1M High / 1M Low: 0.026 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   373.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -