Commerzbank Put 320 NOVC 20.12.20.../  DE000CJ86LP6  /

EUWAX
10/16/2019  8:39:43 AM Chg.-0.003 Bid9:59:56 PM Ask9:49:46 PM Underlying Strike price Expiration date Option type
0.087EUR -3.33% 0.096
Bid Size: 16,500
0.110
Ask Size: 16,500
NOVO-NORDISK NAM.B D... 320.00 DKK 12/20/2019 Put

Master data

WKN: CJ86LP
Issuer: Commerzbank AG
Currency: EUR
Underlying: NOVO-NORDISK NAM.B DK-,20
Type: Warrant
Option type: Put
Strike price: 320.00 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: -47.66
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.21
Parity: -0.48
Time value: 0.10
Break-even: 41.84
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.37
Theta: -0.03
Omega: -17.59
Rho: -0.03
 

Quote data

Open: 0.087
High: 0.087
Low: 0.087
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month
  -58.57%
3 Months
  -75.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.210 0.090
6M High / 6M Low: 0.460 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.129
Avg. volume 1M:   0.000
Avg. price 6M:   0.265
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.90%
Volatility 6M:   185.39%
Volatility 1Y:   -
Volatility 3Y:   -