Commerzbank Put 400 VWS 19.06.202.../  DE000CU5N8W5  /

Frankfurt Zert./COBA
1/27/2020  9:35:35 PM Chg.-0.002 Bid9:39:13 PM Ask9:39:13 PM Underlying Strike price Expiration date Option type
0.038EUR -5.00% 0.039
Bid Size: 10,000
0.049
Ask Size: 10,000
VESTAS WIND SYST. NA... 400.00 DKK 6/19/2020 Put

Master data

WKN: CU5N8W
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 400.00 DKK
Maturity: 6/19/2020
Issue date: 8/15/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -175.61
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.28
Parity: -3.60
Time value: 0.05
Break-even: 53.02
Moneyness: 0.60
Premium: 0.41
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 19.61%
Delta: -0.05
Theta: -0.01
Omega: -9.56
Rho: -0.02
 

Quote data

Open: 0.039
High: 0.053
Low: 0.036
Previous Close: 0.040
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+58.33%
1 Month  
+52.00%
3 Months
  -83.48%
YTD
  -22.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.024
1M High / 1M Low: 0.063 0.024
6M High / 6M Low: - -
High (YTD): 1/9/2020 0.063
Low (YTD): 1/23/2020 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   498.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -