Citi Call 130 CRM 18.06.2020/  DE000CP40ZC8  /

EUWAX
11/20/2019  8:06:01 AM Chg.+0.06 Bid10:30:03 AM Ask10:30:03 AM Underlying Strike price Expiration date Option type
3.43EUR +1.78% 3.43
Bid Size: 16,500
3.51
Ask Size: 16,500
Salesforce.com Inc 130.00 USD 6/18/2020 Call

Master data

WKN: CP40ZC
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 6/18/2020
Issue date: 1/3/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 3.07
Implied volatility: 0.84
Historic volatility: 0.27
Parity: 3.07
Time value: 0.45
Break-even: 152.55
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 1.42%
Delta: 0.61
Theta: -0.02
Omega: 2.55
Rho: 0.32
 

Quote data

Open: 3.43
High: 3.43
Low: 3.43
Previous Close: 3.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.11%
1 Month  
+65.70%
3 Months  
+44.73%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.54 3.34
1M High / 1M Low: 3.54 2.04
6M High / 6M Low: 3.73 2.04
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.42
Avg. volume 1W:   0.00
Avg. price 1M:   2.95
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.46%
Volatility 6M:   102.91%
Volatility 1Y:   -
Volatility 3Y:   -