Commerzbank Put 260 NOVC 20.12.20.../  DE000CJ86LL5  /

EUWAX
10/18/2019  8:39:17 AM Chg.0.000 Bid10:07:06 AM Ask10:05:15 AM Underlying Strike price Expiration date Option type
0.006EUR 0.00% 0.007
Bid Size: 99,000
0.020
Ask Size: 99,000
NOVO-NORDISK NAM.B D... 260.00 DKK 12/20/2019 Put

Master data

WKN: CJ86LL
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 260.00 DKK
Maturity: 12/20/2019
Issue date: 1/17/2019
Last trading day: 12/19/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -237.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.21
Parity: -1.27
Time value: 0.02
Break-even: 34.60
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 3.02
Spread abs.: 0.01
Spread %: 65.00%
Delta: -0.06
Theta: -0.01
Omega: -14.03
Rho: -0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -80.00%
3 Months
  -92.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.031 0.006
6M High / 6M Low: 0.130 0.006
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.35%
Volatility 6M:   281.63%
Volatility 1Y:   -
Volatility 3Y:   -