Commerzbank Put 300 NOVC 20.03.20.../  DE000CU0G7P5  /

EUWAX
10/21/2019  8:40:37 AM Chg.0.000 Bid9:45:41 PM Ask9:45:41 PM Underlying Strike price Expiration date Option type
0.130EUR 0.00% 0.130
Bid Size: 16,500
0.140
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 300.00 DKK 3/20/2020 Put

Master data

WKN: CU0G7P
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 300.00 DKK
Maturity: 3/20/2020
Issue date: 1/24/2019
Last trading day: 3/19/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.36
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.07
Historic volatility: 0.21
Parity: -0.69
Time value: 0.15
Break-even: 38.65
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.69
Theta: -0.04
Omega: -21.65
Rho: -0.14
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -27.78%
3 Months
  -58.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.190 0.130
6M High / 6M Low: 0.410 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.252
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.38%
Volatility 6M:   141.56%
Volatility 1Y:   -
Volatility 3Y:   -