Commerzbank Put 280 NOVC 19.06.20.../  DE000CU3ZGS1  /

EUWAX
11/14/2019  5:59:43 PM Chg.-0.007 Bid9:19:03 PM Ask9:19:03 PM Underlying Strike price Expiration date Option type
0.060EUR -10.45% 0.058
Bid Size: 16,500
0.068
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 280.00 DKK 6/19/2020 Put

Master data

WKN: CU3ZGS
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 280.00 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: -74.71
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.21
Parity: -1.48
Time value: 0.07
Break-even: 36.77
Moneyness: 0.72
Premium: 0.30
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 14.29%
Delta: -0.24
Theta: -0.02
Omega: -17.84
Rho: -0.08
 

Quote data

Open: 0.059
High: 0.060
Low: 0.059
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -64.71%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.067
1M High / 1M Low: 0.170 0.067
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -