Citi Call 120 ABBV 16.12.2021/  DE000KB5J782  /

EUWAX
10/18/2021  8:28:33 AM Chg.+0.010 Bid7:04:23 PM Ask7:04:23 PM Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.071
Bid Size: 100,000
0.091
Ask Size: 100,000
AbbVie Inc 120.00 USD 12/16/2021 Call

Master data

WKN: KB5J78
Issuer: Citi
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 12/16/2021
Issue date: 7/13/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 78.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -0.92
Time value: 0.12
Break-even: 104.68
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.16
Theta: -0.01
Omega: 12.24
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.41%
1 Month
  -7.69%
3 Months
  -76.92%
YTD
  -71.43%
1 Year  
+9.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.100
1M High / 1M Low: 0.170 0.100
6M High / 6M Low: 0.640 0.100
High (YTD): 1/21/2021 0.710
Low (YTD): 10/13/2021 0.100
52W High: 1/21/2021 0.710
52W Low: 10/30/2020 0.080
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.399
Avg. volume 6M:   0.000
Avg. price 1Y:   0.409
Avg. volume 1Y:   0.000
Volatility 1M:   248.19%
Volatility 6M:   180.38%
Volatility 1Y:   203.22%
Volatility 3Y:   -