Commerzbank Put 700 VWS 19.06.202.../  DE000CL11E63  /

Frankfurt Zert./COBA
1/22/2020  11:48:41 AM Chg.-0.010 Bid12:32:19 PM Ask12:32:19 PM Underlying Strike price Expiration date Option type
1.140EUR -0.87% 1.130
Bid Size: 35,000
1.140
Ask Size: 35,000
VESTAS WIND SYST. NA... 700.00 - 6/19/2020 Put

Master data

WKN: CL11E6
Issuer: Commerzbank AG
Currency: EUR
Underlying: VESTAS WIND SYST. NAM.DK1
Type: Warrant
Option type: Put
Strike price: 700.00 -
Maturity: 6/19/2020
Issue date: 11/12/2019
Last trading day: 6/18/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -7.58
Leverage: Yes

Calculated values

Fair value: 75.70
Intrinsic value: 61.13
Implied volatility: -
Historic volatility: 0.28
Parity: 61.13
Time value: -59.96
Break-even: 688.30
Moneyness: 7.90
Premium: -6.76
Premium p.a.: -
Spread abs.: 0.01
Spread %: 0.85%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.120
High: 1.140
Low: 1.110
Previous Close: 1.150
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -14.93%
1 Month
  -2.56%
3 Months     -
YTD  
+2.70%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.340 1.150
1M High / 1M Low: 1.450 1.060
6M High / 6M Low: - -
High (YTD): 1/14/2020 1.450
Low (YTD): 1/21/2020 1.150
52W High: - -
52W Low: - -
Avg. price 1W:   1.222
Avg. volume 1W:   0.000
Avg. price 1M:   1.281
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -