Commerzbank Call 90 HNK1 18.12.20.../  DE000CL10RN4  /

Frankfurt Zert./COBA
1/16/2020  9:37:02 PM Chg.+0.110 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
1.340EUR +8.94% 1.540
Bid Size: 1,945
1.550
Ask Size: 1,945
HEINEKEN EO... 90.00 - 12/18/2020 Call

Master data

WKN: CL10RN
Issuer: Commerzbank AG
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/18/2020
Issue date: 11/11/2019
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.51
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 0.62
Historic volatility: 0.16
Parity: 1.14
Time value: 0.21
Break-even: 103.50
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.42
Theta: 0.00
Omega: 3.14
Rho: 0.27
 

Quote data

Open: 1.250
High: 1.340
Low: 1.250
Previous Close: 1.230
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+30.10%
1 Month  
+50.56%
3 Months     -
YTD  
+38.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.340 1.030
1M High / 1M Low: 1.340 0.870
6M High / 6M Low: - -
High (YTD): 1/16/2020 1.340
Low (YTD): 1/3/2020 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   1.166
Avg. volume 1W:   0.000
Avg. price 1M:   1.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -