Commerzbank Call 64 MDLZ 20.03.20.../  DE000CU1WBS3  /

Frankfurt Zert./COBA
1/29/2020  8:48:26 AM Chg.0.000 Bid9:15:02 AM Ask9:15:02 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 70,000
0.020
Ask Size: 45,000
Mondelez Internation... 64.00 USD 3/20/2020 Call

Master data

WKN: CU1WBS
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 3/20/2020
Issue date: 3/28/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 248.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.13
Parity: -0.84
Time value: 0.02
Break-even: 58.28
Moneyness: 0.85
Premium: 0.17
Premium p.a.: 2.09
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.07
Theta: 0.00
Omega: 16.91
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -92.86%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.068 0.001
High (YTD): 1/28/2020 0.001
Low (YTD): 1/28/2020 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   570.28%
Volatility 1Y:   -
Volatility 3Y:   -