Commerzbank Call 650 VWS 19.06.20.../  DE000CU3ZHC3  /

Frankfurt Zert./COBA
1/23/2020  8:02:00 AM Chg.-0.020 Bid8:40:57 AM Ask8:40:57 AM Underlying Strike price Expiration date Option type
0.860EUR -2.27% 0.880
Bid Size: 3,385
0.900
Ask Size: 3,385
VESTAS WIND SYST. NA... 650.00 DKK 6/19/2020 Call

Master data

WKN: CU3ZHC
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 650.00 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: 10.14
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 0.63
Historic volatility: 0.28
Parity: 0.22
Time value: 0.66
Break-even: 95.78
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.42
Theta: -0.01
Omega: 4.24
Rho: 0.12
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.880
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month
  -14.85%
3 Months  
+138.89%
YTD
  -16.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.840
1M High / 1M Low: 1.060 0.680
6M High / 6M Low: 1.170 0.260
High (YTD): 1/2/2020 0.900
Low (YTD): 1/14/2020 0.680
52W High: - -
52W Low: - -
Avg. price 1W:   0.860
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.594
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.76%
Volatility 6M:   177.63%
Volatility 1Y:   -
Volatility 3Y:   -