Citi Call 100 GXI 17.06.2021/  DE000KB2AMA5  /

Frankfurt Zert./CITI
2/26/2021  7:30:03 PM Chg.+0.020 Bid2/26/2021 Ask2/26/2021 Underlying Strike price Expiration date Option type
0.100EUR +25.00% 0.100
Bid Size: 3,700
0.140
Ask Size: 3,700
GERRESHEIMER AG 100.00 - 6/17/2021 Call

Master data

WKN: KB2AMA
Issuer: Citi
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/17/2021
Issue date: 4/21/2020
Last trading day: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.14
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.33
Parity: -1.44
Time value: 0.14
Break-even: 101.40
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.75
Spread abs.: 0.04
Spread %: 28.57%
Delta: 0.14
Theta: -0.01
Omega: 8.38
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -60.00%
1 Month
  -44.44%
3 Months
  -81.48%
YTD
  -52.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.080
1M High / 1M Low: 0.370 0.080
6M High / 6M Low: 1.100 0.080
High (YTD): 2/12/2021 0.370
Low (YTD): 2/25/2021 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   227.273
Avg. price 6M:   0.496
Avg. volume 6M:   850.394
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.76%
Volatility 6M:   204.40%
Volatility 1Y:   -
Volatility 3Y:   -