Citi Call 105 CMC 17.12.2020/  DE000KB5SAM0  /

Frankfurt Zert./CITI
10/20/2020  7:27:36 PM Chg.+0.050 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.330EUR +17.86% 0.290
Bid Size: 30,000
0.300
Ask Size: 30,000
JPMORGAN CHASE ... 105.00 - 12/17/2020 Call

Master data

WKN: KB5SAM
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.29
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.43
Parity: -2.02
Time value: 0.28
Break-even: 107.80
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 3.53
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.21
Theta: -0.04
Omega: 6.47
Rho: 0.02
 

Quote data

Open: 0.280
High: 0.330
Low: 0.280
Previous Close: 0.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.13%
1 Month
  -5.71%
3 Months
  -34.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.420 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -