Citi Call 110 CMC 17.12.2020/  DE000CP7UPR3  /

Frankfurt Zert./CITI
10/22/2020  1:41:12 PM Chg.-0.030 Bid2:27:17 PM Ask2:27:17 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.130
Bid Size: 40,000
0.150
Ask Size: 40,000
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: 55.90
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.43
Parity: -2.62
Time value: 0.15
Break-even: 111.50
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 5.41
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.14
Theta: -0.03
Omega: 7.72
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.130
Low: 0.120
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -7.14%
3 Months
  -61.76%
YTD
  -95.37%
1 Year
  -92.97%
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.160
1M High / 1M Low: 0.270 0.120
6M High / 6M Low: 1.090 0.120
High (YTD): 1/14/2020 2.900
Low (YTD): 9/25/2020 0.120
52W High: 1/14/2020 2.900
52W Low: 9/25/2020 0.120
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   136.364
Avg. price 6M:   0.388
Avg. volume 6M:   23.256
Avg. price 1Y:   1.151
Avg. volume 1Y:   11.858
Volatility 1M:   275.21%
Volatility 6M:   263.72%
Volatility 1Y:   258.69%
Volatility 3Y:   -