Citi Call 110 CMC 17.12.2020/  DE000CP7UPR3  /

Frankfurt Zert./CITI
11/27/2020  7:41:10 PM Chg.-0.040 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
0.970EUR -3.96% 1.000
Bid Size: 600
-
Ask Size: -
JPMORGAN CHASE ... 110.00 - 12/17/2020 Call

Master data

WKN: CP7UPR
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 12/17/2020
Issue date: 3/21/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.45
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 1.53
Historic volatility: 0.44
Parity: -0.87
Time value: 0.97
Break-even: 119.70
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 23.45
Spread abs.: -0.03
Spread %: -3.09%
Delta: 0.44
Theta: -0.32
Omega: 4.64
Rho: 0.02
 

Quote data

Open: 1.040
High: 1.050
Low: 0.970
Previous Close: 1.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+76.36%
1 Month  
+781.82%
3 Months  
+136.59%
YTD
  -65.48%
1 Year
  -59.07%
3 Years     -
5 Years     -
1W High / 1W Low: 1.090 0.710
1M High / 1M Low: 1.090 0.100
6M High / 6M Low: 1.090 0.100
High (YTD): 1/14/2020 2.900
Low (YTD): 10/30/2020 0.100
52W High: 1/14/2020 2.900
52W Low: 10/30/2020 0.100
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.538
Avg. volume 1M:   130.435
Avg. price 6M:   0.400
Avg. volume 6M:   45.802
Avg. price 1Y:   0.974
Avg. volume 1Y:   23.715
Volatility 1M:   1,345.02%
Volatility 6M:   610.30%
Volatility 1Y:   475.69%
Volatility 3Y:   -