Commerzbank Call 80 HNK1 20.12.20.../  DE000CJ531C8  /

EUWAX
12/11/2019  5:31:52 PM Chg.-0.02 Bid7:57:42 PM Ask7:57:42 PM Underlying Strike price Expiration date Option type
1.47EUR -1.34% 1.47
Bid Size: 1,994
1.53
Ask Size: 1,994
HEINEKEN EO... 80.00 EUR 12/20/2019 Call

Master data

WKN: CJ531C
Issuer: Commerzbank AG
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/20/2019
Issue date: 11/13/2018
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 1.50
Intrinsic value: 1.50
Implied volatility: 1.00
Historic volatility: 0.17
Parity: 1.50
Time value: 0.02
Break-even: 95.20
Moneyness: 1.19
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.86
Theta: -0.10
Omega: 5.40
Rho: 0.02
 

Quote data

Open: 1.47
High: 1.47
Low: 1.47
Previous Close: 1.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.26%
1 Month  
+30.09%
3 Months
  -16.00%
YTD  
+226.67%
1 Year  
+153.45%
3 Years     -
5 Years     -
1W High / 1W Low: 1.54 1.37
1M High / 1M Low: 1.54 1.13
6M High / 6M Low: 2.21 0.99
High (YTD): 7/25/2019 2.21
Low (YTD): 1/28/2019 0.33
52W High: 7/25/2019 2.21
52W Low: 1/28/2019 0.33
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   1.37
Avg. volume 1Y:   0.00
Volatility 1M:   61.94%
Volatility 6M:   85.14%
Volatility 1Y:   104.52%
Volatility 3Y:   -