Commerzbank Put 260 NOVC 19.06.20.../  DE000CU3ZGR3  /

EUWAX
11/19/2019  8:29:40 AM Chg.-0.002 Bid3:55:39 PM Ask3:55:39 PM Underlying Strike price Expiration date Option type
0.038EUR -5.00% 0.040
Bid Size: 88,000
0.050
Ask Size: 88,000
NOVO-NORDISK NAM.B D... 260.00 DKK 6/19/2020 Put

Master data

WKN: CU3ZGR
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 260.00 DKK
Maturity: 6/19/2020
Issue date: 6/26/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -104.43
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.21
Parity: -1.64
Time value: 0.05
Break-even: 34.30
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 20.41%
Delta: -0.14
Theta: -0.01
Omega: -15.02
Rho: -0.05
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -56.82%
3 Months
  -65.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.034
1M High / 1M Low: 0.089 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -