Citi Call 120 ABBV 16.12.2021/  DE000KB5J782  /

Frankfurt Zert./CITI
10/15/2021  7:26:48 PM Chg.-0.010 Bid9:58:05 PM Ask9:58:05 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.110
Bid Size: 30,000
0.120
Ask Size: 30,000
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: 78.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.19
Parity: -0.96
Time value: 0.12
Break-even: 104.66
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.15
Theta: -0.01
Omega: 12.01
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.120
Low: 0.100
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -9.09%
3 Months
  -81.82%
YTD
  -76.19%
1 Year
  -23.08%
3 Years     -
5 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.630 0.090
High (YTD): 1/20/2021 0.700
Low (YTD): 9/24/2021 0.090
52W High: 1/20/2021 0.700
52W Low: 10/21/2020 0.080
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.396
Avg. volume 6M:   775.194
Avg. price 1Y:   0.408
Avg. volume 1Y:   395.257
Volatility 1M:   234.17%
Volatility 6M:   194.29%
Volatility 1Y:   215.39%
Volatility 3Y:   -