Commerzbank Put 260 NOVC 19.06.20.../  DE000CU3ZGR3  /

EUWAX
12/12/2019  8:37:31 AM Chg.+0.001 Bid9:43:06 PM Ask9:43:06 PM Underlying Strike price Expiration date Option type
0.033EUR +3.13% 0.036
Bid Size: 16,500
0.046
Ask Size: 16,500
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: -118.79
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.21
Parity: -1.63
Time value: 0.04
Break-even: 34.36
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 0.72
Spread abs.: 0.01
Spread %: 23.26%
Delta: -0.12
Theta: -0.01
Omega: -14.14
Rho: -0.03
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.032
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month
  -19.51%
3 Months
  -74.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.035 0.030
1M High / 1M Low: 0.053 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -