Commerzbank Call 850 VWS 19.06.20.../  DE000CL161C0  /

Frankfurt Zert./COBA
1/28/2020  4:06:23 PM Chg.+0.010 Bid4:50:04 PM Ask4:50:04 PM Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.140
Bid Size: 10,000
0.150
Ask Size: 10,000
VESTAS WIND SYST. NA... 850.00 - 6/19/2020 Call

Master data

WKN: CL161C
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Call
Strike price: 850.00 -
Maturity: 6/19/2020
Issue date: 12/3/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.72
Historic volatility: 0.28
Parity: -76.12
Time value: 0.12
Break-even: 851.20
Moneyness: 0.10
Premium: 8.58
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.04
Theta: -0.03
Omega: 3.19
Rho: 0.01
 

Quote data

Open: 0.120
High: 0.140
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month
  -40.91%
3 Months     -
YTD
  -40.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.220 0.100
6M High / 6M Low: - -
High (YTD): 1/8/2020 0.160
Low (YTD): 1/14/2020 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   400
Avg. price 1M:   0.137
Avg. volume 1M:   388.889
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -