Commerzbank Call 65 MDLZ 20.03.20.../  DE000CU1YG51  /

Frankfurt Zert./COBA
12/9/2019  9:36:57 PM Chg.-0.003 Bid12/9/2019 Ask12/9/2019 Underlying Strike price Expiration date Option type
0.001EUR -75.00% 0.001
Bid Size: 150,000
0.020
Ask Size: 150,000
Mondelez Internation... 65.00 USD 3/20/2020 Call

Master data

WKN: CU1YG5
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Call
Strike price: 65.00 USD
Maturity: 3/20/2020
Issue date: 4/3/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 243.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.14
Parity: -1.01
Time value: 0.02
Break-even: 58.98
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.99
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.06
Theta: 0.00
Omega: 13.48
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.003
Low: 0.001
Previous Close: 0.004
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -97.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.059 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,096.37%
Volatility 6M:   936.46%
Volatility 1Y:   -
Volatility 3Y:   -