Commerzbank Call 64 MDLZ 20.03.20.../  DE000CU1WBS3  /

Frankfurt Zert./COBA
12/12/2019  9:37:21 PM Chg.-0.001 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% 0.004
Bid Size: 150,000
0.020
Ask Size: 150,000
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: 242.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.14
Parity: -0.90
Time value: 0.02
Break-even: 57.69
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 0.90
Spread abs.: 0.02
Spread %: 85.00%
Delta: 0.06
Theta: 0.00
Omega: 14.12
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.004
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month     0.00%
3 Months
  -97.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.073 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   949.80%
Volatility 6M:   509.70%
Volatility 1Y:   -
Volatility 3Y:   -