Citi Call 100 CMC 17.12.2020/  DE000CP7UPQ5  /

Frankfurt Zert./CITI
10/27/2020  7:39:07 PM Chg.-0.070 Bid9:00:15 PM Ask9:00:15 PM Underlying Strike price Expiration date Option type
0.440EUR -13.73% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 100.00 - 12/17/2020 Call

Master data

WKN: CP7UPQ
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/17/2020
Issue date: 3/21/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.59
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.43
Parity: -1.43
Time value: 0.55
Break-even: 105.50
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 3.42
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.33
Theta: -0.08
Omega: 5.07
Rho: 0.03
 

Quote data

Open: 0.550
High: 0.550
Low: 0.440
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+46.67%
3 Months
  -22.81%
YTD
  -87.74%
1 Year
  -83.64%
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.480
1M High / 1M Low: 0.650 0.380
6M High / 6M Low: 1.620 0.300
High (YTD): 1/14/2020 3.700
Low (YTD): 9/25/2020 0.300
52W High: 1/14/2020 3.700
52W Low: 9/25/2020 0.300
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.523
Avg. volume 1M:   0.000
Avg. price 6M:   0.705
Avg. volume 6M:   24.806
Avg. price 1Y:   1.599
Avg. volume 1Y:   12.698
Volatility 1M:   205.19%
Volatility 6M:   219.88%
Volatility 1Y:   219.56%
Volatility 3Y:   -