Commerzbank Put 300 NOVC 20.12.20.../  DE000CJ86LN1  /

EUWAX
10/21/2019  8:38:50 AM Chg.-0.001 Bid11:41:06 AM Ask11:41:06 AM Underlying Strike price Expiration date Option type
0.043EUR -2.27% 0.045
Bid Size: 99,000
0.055
Ask Size: 99,000
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: -85.52
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.21
Parity: -0.69
Time value: 0.06
Break-even: 39.60
Moneyness: 0.85
Premium: 0.16
Premium p.a.: 1.44
Spread abs.: 0.01
Spread %: 18.18%
Delta: -0.19
Theta: -0.02
Omega: -16.39
Rho: -0.02
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.81%
1 Month
  -51.69%
3 Months
  -80.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.064 0.043
1M High / 1M Low: 0.083 0.043
6M High / 6M Low: 0.320 0.043
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.164
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   226.25%
Volatility 6M:   206.70%
Volatility 1Y:   -
Volatility 3Y:   -