Commerzbank Put 280 NOVC 20.12.20.../  DE000CJ86LM3  /

EUWAX
10/14/2019  8:34:40 AM Chg.+0.004 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.029EUR +16.00% 0.023
Bid Size: 16,500
0.033
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 280.00 DKK 12/20/2019 Put

Master data

WKN: CJ86LM
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 280.00 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: -112.83
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.88
Time value: 0.04
Break-even: 37.08
Moneyness: 0.81
Premium: 0.20
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 24.39%
Delta: -0.14
Theta: -0.02
Omega: -15.57
Rho: -0.01
 

Quote data

Open: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -58.57%
3 Months
  -81.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.025
1M High / 1M Low: 0.075 0.025
6M High / 6M Low: 0.210 0.025
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.62%
Volatility 6M:   229.55%
Volatility 1Y:   -
Volatility 3Y:   -