Citi Call 130 CRM 18.06.2020/  DE000CP40ZC8  /

EUWAX
11/14/2019  4:37:51 PM Chg.-0.07 Bid9:58:49 PM Ask9:58:49 PM Underlying Strike price Expiration date Option type
3.47EUR -1.98% 3.43
Bid Size: 24,750
3.48
Ask Size: 24,750
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: 4.26
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.96
Implied volatility: 0.84
Historic volatility: 0.28
Parity: 2.96
Time value: 0.51
Break-even: 152.78
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.44%
Delta: 0.60
Theta: -0.02
Omega: 2.54
Rho: 0.32
 

Quote data

Open: 3.39
High: 3.47
Low: 3.39
Previous Close: 3.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.10%
1 Month  
+38.25%
3 Months  
+51.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.54 3.22
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:   3.36
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   2.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.32%
Volatility 6M:   103.53%
Volatility 1Y:   -
Volatility 3Y:   -