Commerzbank Put 550 VWS 18.09.202.../  DE000CL1PRU0  /

Frankfurt Zert./COBA
1/23/2020  8:05:19 AM Chg.0.000 Bid8:45:02 AM Ask8:45:02 AM Underlying Strike price Expiration date Option type
0.440EUR 0.00% -
Bid Size: -
-
Ask Size: -
VESTAS WIND SYST. NA... 550.00 - 9/18/2020 Put

Master data

WKN: CL1PRU
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 550.00 -
Maturity: 9/18/2020
Issue date: 11/6/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.83
Leverage: Yes

Calculated values

Fair value: 65.90
Intrinsic value: 46.08
Implied volatility: -
Historic volatility: 0.28
Parity: 46.08
Time value: -45.63
Break-even: 545.50
Moneyness: 6.16
Premium: -5.11
Premium p.a.: -
Spread abs.: 0.01
Spread %: 2.22%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month  
+7.32%
3 Months     -
YTD  
+10.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.440
1M High / 1M Low: 0.580 0.370
6M High / 6M Low: - -
High (YTD): 1/14/2020 0.580
Low (YTD): 1/22/2020 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.496
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -