Commerzbank Put 240 NOVC 20.03.20.../  DE000CU0NHX1  /

EUWAX
10/21/2019  8:46:56 AM Chg.0.000 Bid5:02:54 PM Ask5:02:54 PM Underlying Strike price Expiration date Option type
0.022EUR 0.00% 0.023
Bid Size: 16,500
0.033
Ask Size: 16,500
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: -142.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -1.49
Time value: 0.03
Break-even: 31.79
Moneyness: 0.68
Premium: 0.32
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 30.30%
Delta: -0.09
Theta: -0.01
Omega: -12.76
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.022
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.54%
1 Month
  -51.11%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.022
1M High / 1M Low: 0.044 0.022
6M High / 6M Low: 0.110 0.022
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.08%
Volatility 6M:   200.49%
Volatility 1Y:   -
Volatility 3Y:   -