Commerzbank Call 850 VWS 18.09.20.../  DE000CL161E6  /

Frankfurt Zert./COBA
1/16/2020  9:39:04 PM Chg.+0.020 Bid4:50:01 PM Ask4:50:01 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.280
Bid Size: 10,000
0.290
Ask Size: 10,000
VESTAS WIND SYST. NA... 850.00 - 9/18/2020 Call

Master data

WKN: CL161E
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 850.00 -
Maturity: 9/18/2020
Issue date: 12/3/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.57
Historic volatility: 0.28
Parity: -76.13
Time value: 0.29
Break-even: 852.90
Moneyness: 0.10
Premium: 8.62
Premium p.a.: 28.55
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.09
Theta: -0.03
Omega: 2.62
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.280
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -20.00%
3 Months     -
YTD
  -15.15%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.220
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: - -
High (YTD): 1/8/2020 0.290
Low (YTD): 1/14/2020 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.253
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -