Commerzbank Call 60 MDLZ 20.03.20.../  DE000CU4JTJ5  /

EUWAX
12/12/2019  4:56:19 PM Chg.-0.006 Bid9:53:50 PM Ask9:53:50 PM Underlying Strike price Expiration date Option type
0.019EUR -24.00% 0.014
Bid Size: 165,000
0.024
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: 142.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.14
Parity: -0.55
Time value: 0.03
Break-even: 54.24
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.10
Theta: 0.00
Omega: 13.78
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.019
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.71%
3 Months
  -82.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.019
1M High / 1M Low: 0.029 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -