Commerzbank Put 300 NOVC 20.12.20.../  DE000CJ86LN1  /

EUWAX
10/23/2019  8:39:54 AM Chg.-0.013 Bid9:58:35 PM Ask9:58:35 PM Underlying Strike price Expiration date Option type
0.028EUR -31.71% 0.030
Bid Size: 16,500
0.040
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 300.00 DKK 12/20/2019 Put

Master data

WKN: CJ86LN
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 300.00 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: -114.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.21
Parity: -0.81
Time value: 0.04
Break-even: 39.74
Moneyness: 0.83
Premium: 0.18
Premium p.a.: 1.78
Spread abs.: 0.01
Spread %: 23.81%
Delta: -0.14
Theta: -0.02
Omega: -16.44
Rho: -0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.36%
1 Month
  -50.88%
3 Months
  -83.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.044 0.028
1M High / 1M Low: 0.083 0.028
6M High / 6M Low: 0.320 0.028
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.055
Avg. volume 1M:   0.000
Avg. price 6M:   0.161
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.31%
Volatility 6M:   209.61%
Volatility 1Y:   -
Volatility 3Y:   -