Citi Call 110 GXI 16.09.2021/  DE000KB82HF4  /

EUWAX
3/1/2021  11:11:36 AM Chg.+0.006 Bid11:36:57 AM Ask11:36:57 AM Underlying Strike price Expiration date Option type
0.076EUR +8.57% 0.075
Bid Size: 25,000
0.095
Ask Size: 25,000
GERRESHEIMER AG 110.00 EUR 9/16/2021 Call

Master data

WKN: KB82HF
Issuer: Citi
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 9/16/2021
Issue date: 10/19/2020
Last trading day: 9/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 77.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.33
Parity: -2.44
Time value: 0.11
Break-even: 111.10
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.61
Spread abs.: 0.04
Spread %: 36.36%
Delta: 0.09
Theta: 0.00
Omega: 6.91
Rho: 0.04
 

Quote data

Open: 0.080
High: 0.080
Low: 0.076
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -24.00%
3 Months
  -74.67%
YTD
  -41.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.056
1M High / 1M Low: 0.230 0.056
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.230
Low (YTD): 2/25/2021 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -