Commerzbank Call 80 HNK1 20.12.20.../  DE000CJ531C8  /

Frankfurt Zert./COBA
12/6/2019  6:00:24 PM Chg.+0.140 Bid6:56:22 PM Ask6:56:22 PM Underlying Strike price Expiration date Option type
1.540EUR +10.00% 1.540
Bid Size: 1,909
1.600
Ask Size: 1,909
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: 6.62
Leverage: Yes

Calculated values

Fair value: 1.39
Intrinsic value: 1.39
Implied volatility: 0.87
Historic volatility: 0.17
Parity: 1.39
Time value: 0.03
Break-even: 94.20
Moneyness: 1.17
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.82
Theta: -0.07
Omega: 5.45
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  
+45.28%
3 Months
  -14.44%
YTD  
+234.78%
1 Year  
+190.57%
3 Years     -
5 Years     -
1W High / 1W Low: 1.400 1.350
1M High / 1M Low: 1.400 1.060
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:   1.384
Avg. volume 1W:   0.000
Avg. price 1M:   1.280
Avg. volume 1M:   0.000
Avg. price 6M:   1.631
Avg. volume 6M:   0.000
Avg. price 1Y:   1.360
Avg. volume 1Y:   0.000
Volatility 1M:   51.98%
Volatility 6M:   92.28%
Volatility 1Y:   111.48%
Volatility 3Y:   -