Commerzbank Call 650 VWS 18.09.20.../  DE000CL1PRQ8  /

Frankfurt Zert./COBA
1/16/2020  9:39:05 PM Chg.+0.070 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
1.030EUR +7.29% 1.080
Bid Size: 7,000
1.100
Ask Size: 7,000
VESTAS WIND SYST. NA... 650.00 - 9/18/2020 Call

Master data

WKN: CL1PRQ
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 650.00 -
Maturity: 9/18/2020
Issue date: 11/6/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.21
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.90
Historic volatility: 0.28
Parity: -56.13
Time value: 1.08
Break-even: 660.80
Moneyness: 0.14
Premium: 6.45
Premium p.a.: 19.17
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.24
Theta: -0.07
Omega: 1.98
Rho: 0.07
 

Quote data

Open: 0.970
High: 1.050
Low: 0.970
Previous Close: 0.960
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+15.73%
1 Month
  -13.45%
3 Months     -
YTD
  -11.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.030 0.870
1M High / 1M Low: 1.200 0.870
6M High / 6M Low: - -
High (YTD): 1/2/2020 1.080
Low (YTD): 1/14/2020 0.870
52W High: - -
52W Low: - -
Avg. price 1W:   0.943
Avg. volume 1W:   0.000
Avg. price 1M:   1.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -