Commerzbank Call 80 HNK1 20.12.20.../  DE000CJ531C8  /

Frankfurt Zert./COBA
12/6/2019  9:35:11 PM Chg.+0.140 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.540EUR +10.00% 1.540
Bid Size: 1,913
1.600
Ask Size: 1,913
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: 6.09
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.89
Historic volatility: 0.18
Parity: 1.57
Time value: 0.00
Break-even: 95.70
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.85
Theta: -0.06
Omega: 5.20
Rho: 0.02
 

Quote data

Open: 1.400
High: 1.570
Low: 1.400
Previous Close: 1.400
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+11.59%
1 Month  
+38.74%
3 Months
  -14.44%
YTD  
+234.78%
1 Year  
+208.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.540 1.350
1M High / 1M Low: 1.540 1.110
6M High / 6M Low: 2.310 1.000
High (YTD): 7/26/2019 2.310
Low (YTD): 1/25/2019 0.330
52W High: 7/26/2019 2.310
52W Low: 1/25/2019 0.330
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.312
Avg. volume 1M:   0.000
Avg. price 6M:   1.629
Avg. volume 6M:   0.000
Avg. price 1Y:   1.367
Avg. volume 1Y:   0.000
Volatility 1M:   60.96%
Volatility 6M:   93.86%
Volatility 1Y:   111.78%
Volatility 3Y:   -