Commerzbank Call 600 VWS 19.06.20.../  DE000CU3ZHB5  /

Frankfurt Zert./COBA
1/27/2020  3:57:11 PM Chg.-0.050 Bid4:13:01 PM Ask4:13:01 PM Underlying Strike price Expiration date Option type
1.210EUR -3.97% 1.200
Bid Size: 30,000
1.210
Ask Size: 30,000
VESTAS WIND SYST. NA... 600.00 DKK 6/19/2020 Call

Master data

WKN: CU3ZHB
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 600.00 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: 7.00
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.68
Historic volatility: 0.28
Parity: 0.93
Time value: 0.35
Break-even: 93.09
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.52
Theta: -0.01
Omega: 3.65
Rho: 0.13
 

Quote data

Open: 1.230
High: 1.250
Low: 1.160
Previous Close: 1.260
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -3.20%
1 Month
  -18.24%
3 Months  
+116.07%
YTD
  -16.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.280 1.220
1M High / 1M Low: 1.480 1.010
6M High / 6M Low: 1.600 0.380
High (YTD): 1/22/2020 1.280
Low (YTD): 1/14/2020 1.010
52W High: - -
52W Low: - -
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   1.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.57%
Volatility 6M:   158.75%
Volatility 1Y:   -
Volatility 3Y:   -