Commerzbank Put 30 MDLZ 20.03.202.../  DE000CA51SF5  /

EUWAX
12/6/2019  8:13:24 AM Chg.0.000 Bid12:30:04 PM Ask12:30:04 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 70,000
0.020
Ask Size: 70,000
Mondelez Internation... 30.00 USD 3/20/2020 Put

Master data

WKN: CA51SF
Issuer: Commerzbank AG
Currency: EUR
Underlying: Mondelez International
Type: Warrant
Option type: Put
Strike price: 30.00 USD
Maturity: 3/20/2020
Issue date: 8/22/2018
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -242.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.14
Parity: -2.14
Time value: 0.02
Break-even: 26.82
Moneyness: 0.56
Premium: 0.45
Premium p.a.: 2.61
Spread abs.: 0.02
Spread %: 95.00%
Delta: -0.03
Theta: -0.01
Omega: -8.44
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.00%
1 Year
  -98.28%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.012 0.001
High (YTD): 1/3/2019 0.096
Low (YTD): 12/5/2019 0.001
52W High: 12/27/2018 0.110
52W Low: 12/5/2019 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   0.018
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   799.37%
Volatility 1Y:   573.93%
Volatility 3Y:   -