Commerzbank Put 280 NOVC 20.12.20.../  DE000CJ86LM3  /

EUWAX
10/15/2019  8:40:24 AM Chg.-0.008 Bid9:45:06 PM Ask9:45:06 PM Underlying Strike price Expiration date Option type
0.021EUR -27.59% 0.019
Bid Size: 16,500
0.029
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: -143.30
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.98
Time value: 0.03
Break-even: 37.16
Moneyness: 0.79
Premium: 0.21
Premium p.a.: 1.93
Spread abs.: 0.01
Spread %: 30.30%
Delta: -0.11
Theta: -0.02
Omega: -15.64
Rho: -0.01
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -70.00%
3 Months
  -86.88%
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:   -