Commerzbank Put 250 NOVC 20.03.20.../  DE000CU0G7N0  /

EUWAX
10/23/2019  8:41:41 AM Chg.-0.004 Bid8:48:20 PM Ask8:48:20 PM Underlying Strike price Expiration date Option type
0.030EUR -11.76% 0.031
Bid Size: 16,500
0.041
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 250.00 DKK 3/20/2020 Put

Master data

WKN: CU0G7N
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 250.00 DKK
Maturity: 3/20/2020
Issue date: 1/24/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -112.21
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.21
Parity: -1.48
Time value: 0.04
Break-even: 33.03
Moneyness: 0.69
Premium: 0.32
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 23.26%
Delta: -0.11
Theta: -0.01
Omega: -12.04
Rho: -0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -33.33%
3 Months
  -70.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.036 0.034
1M High / 1M Low: 0.063 0.034
6M High / 6M Low: 0.160 0.034
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.60%
Volatility 6M:   186.41%
Volatility 1Y:   -
Volatility 3Y:   -