Commerzbank Put 450 VWS 19.06.202.../  DE000CU3ZHF6  /

Frankfurt Zert./COBA
1/28/2020  6:04:20 PM Chg.+0.007 Bid1/28/2020 Ask1/28/2020 Underlying Strike price Expiration date Option type
0.090EUR +8.43% 0.090
Bid Size: 10,000
0.100
Ask Size: 10,000
VESTAS WIND SYST. NA... 450.00 DKK 6/19/2020 Put

Master data

WKN: CU3ZHF
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 450.00 DKK
Maturity: 6/19/2020
Issue date: 6/26/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -93.52
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -2.86
Time value: 0.10
Break-even: 59.27
Moneyness: 0.68
Premium: 0.33
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 10.53%
Delta: -0.11
Theta: -0.02
Omega: -10.24
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.110
Low: 0.080
Previous Close: 0.083
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+38.46%
1 Month  
+42.86%
3 Months
  -75.00%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.083 0.065
1M High / 1M Low: 0.130 0.065
6M High / 6M Low: 0.700 0.063
High (YTD): 1/9/2020 0.130
Low (YTD): 1/23/2020 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.337
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.10%
Volatility 6M:   178.22%
Volatility 1Y:   -
Volatility 3Y:   -