Commerzbank Put 240 NOVC 20.03.20.../  DE000CU0NHX1  /

EUWAX
10/15/2019  8:49:29 AM Chg.-0.014 Bid9:12:09 AM Ask9:12:09 AM Underlying Strike price Expiration date Option type
0.023EUR -37.84% 0.023
Bid Size: 99,000
0.033
Ask Size: 99,000
NOVO-NORDISK NAM.B D... 240.00 DKK 3/20/2020 Put

Master data

WKN: CU0NHX
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 240.00 DKK
Maturity: 3/20/2020
Issue date: 2/4/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -135.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -1.52
Time value: 0.04
Break-even: 31.78
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.93
Spread abs.: 0.01
Spread %: 28.57%
Delta: -0.10
Theta: -0.01
Omega: -13.24
Rho: -0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.30%
1 Month
  -58.18%
3 Months
  -73.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.039 0.033
1M High / 1M Low: 0.056 0.029
6M High / 6M Low: 0.110 0.028
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.38%
Volatility 6M:   193.05%
Volatility 1Y:   -
Volatility 3Y:   -