Commerzbank Put 550 VWS 19.06.202.../  DE000CU3ZHH2  /

Frankfurt Zert./COBA
1/24/2020  6:05:33 PM Chg.0.000 Bid6:29:19 PM Ask6:29:19 PM Underlying Strike price Expiration date Option type
0.280EUR 0.00% 0.280
Bid Size: 10,000
0.290
Ask Size: 10,000
VESTAS WIND SYST. NA... 550.00 DKK 6/19/2020 Put

Master data

WKN: CU3ZHH
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 550.00 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: -30.54
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.28
Parity: -1.50
Time value: 0.29
Break-even: 70.70
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 3.45%
Delta: -0.50
Theta: -0.07
Omega: -15.19
Rho: -0.19
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -9.68%
3 Months
  -71.43%
YTD
  -3.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.270
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 1.470 0.260
High (YTD): 1/14/2020 0.410
Low (YTD): 1/22/2020 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.342
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.28%
Volatility 6M:   120.59%
Volatility 1Y:   -
Volatility 3Y:   -