Commerzbank Call 750 VWS 19.06.20.../  DE000CU3ZHE9  /

Frankfurt Zert./COBA
1/27/2020  9:36:01 PM Chg.-0.030 Bid9:51:12 PM Ask9:51:12 PM Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.320
Bid Size: 10,000
0.330
Ask Size: 10,000
VESTAS WIND SYST. NA... 750.00 DKK 6/19/2020 Call

Master data

WKN: CU3ZHE
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 750.00 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: 24.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.28
Parity: -1.08
Time value: 0.37
Break-even: 104.06
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.24
Theta: -0.01
Omega: 5.88
Rho: 0.07
 

Quote data

Open: 0.350
High: 0.350
Low: 0.310
Previous Close: 0.360
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -35.29%
3 Months  
+65.00%
YTD
  -32.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.330
1M High / 1M Low: 0.490 0.280
6M High / 6M Low: 0.590 0.120
High (YTD): 1/2/2020 0.400
Low (YTD): 1/14/2020 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.282
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.30%
Volatility 6M:   231.00%
Volatility 1Y:   -
Volatility 3Y:   -