Commerzbank Put 240 Novo-Nordisk .../  DE000CU4Q6A3  /

EUWAX
11/13/2019  5:51:52 PM Chg.-0.004 Bid6:26:48 PM Ask6:26:48 PM Underlying Strike price Expiration date Option type
0.019EUR -17.39% 0.019
Bid Size: 15,000
0.029
Ask Size: 15,000
- 240.00 DKK 6/19/2020 Put

Master data

WKN: CU4Q6A
Issuer: Commerzbank AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 240.00 DKK
Maturity: 6/19/2020
Issue date: 7/17/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -157.91
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.21
Parity: -2.00
Time value: 0.03
Break-even: 31.79
Moneyness: 0.62
Premium: 0.39
Premium p.a.: 0.73
Spread abs.: 0.01
Spread %: 30.30%
Delta: -0.08
Theta: -0.01
Omega: -12.80
Rho: -0.03
 

Quote data

Open: 0.023
High: 0.023
Low: 0.019
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.14%
1 Month
  -73.24%
3 Months
  -79.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.023
1M High / 1M Low: 0.060 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.041
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -