Commerzbank Put 700 VWS 18.09.202.../  DE000CL11E89  /

Frankfurt Zert./COBA
1/27/2020  4:03:02 PM Chg.+0.070 Bid4:17:28 PM Ask4:17:28 PM Underlying Strike price Expiration date Option type
1.400EUR +5.26% 1.390
Bid Size: 35,000
1.400
Ask Size: 35,000
VESTAS WIND SYST. NA... 700.00 - 9/18/2020 Put

Master data

WKN: CL11E8
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 700.00 -
Maturity: 9/18/2020
Issue date: 11/12/2019
Last trading day: 9/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.59
Leverage: Yes

Calculated values

Fair value: 84.63
Intrinsic value: 61.04
Implied volatility: -
Historic volatility: 0.28
Parity: 61.04
Time value: -59.68
Break-even: 686.40
Moneyness: 7.82
Premium: -6.66
Premium p.a.: -
Spread abs.: 0.01
Spread %: 0.74%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.340
High: 1.420
Low: 1.340
Previous Close: 1.330
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+0.72%
1 Month  
+13.82%
3 Months     -
YTD  
+9.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.390 1.330
1M High / 1M Low: 1.650 1.230
6M High / 6M Low: - -
High (YTD): 1/14/2020 1.650
Low (YTD): 1/24/2020 1.330
52W High: - -
52W Low: - -
Avg. price 1W:   1.366
Avg. volume 1W:   0.000
Avg. price 1M:   1.471
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -