Commerzbank Call 90 HNK1 18.09.20.../  DE000CL1MJX8  /

Frankfurt Zert./COBA
1/28/2020  4:07:53 PM Chg.-0.060 Bid5:07:34 PM Ask5:07:34 PM Underlying Strike price Expiration date Option type
1.010EUR -5.61% 1.040
Bid Size: 20,000
1.050
Ask Size: 20,000
HEINEKEN EO... 90.00 - 9/18/2020 Call

Master data

WKN: CL1MJX
Issuer: Commerzbank AG
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 9/18/2020
Issue date: 11/5/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.03
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.58
Historic volatility: 0.17
Parity: 0.84
Time value: 0.25
Break-even: 100.90
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.42
Theta: 0.00
Omega: 3.80
Rho: 0.20
 

Quote data

Open: 1.040
High: 1.040
Low: 0.960
Previous Close: 1.070
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -13.68%
1 Month  
+12.22%
3 Months     -
YTD  
+13.48%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 1.070
1M High / 1M Low: 1.410 0.850
6M High / 6M Low: - -
High (YTD): 1/20/2020 1.410
Low (YTD): 1/3/2020 0.850
52W High: - -
52W Low: - -
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.076
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -