Citi Call 130 CMC 17.12.2020/  DE000CP7UPT9  /

Frankfurt Zert./CITI
10/30/2020  7:35:53 PM Chg.0.000 Bid8:46:38 PM Ask8:46:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 130.00 - 12/17/2020 Call

Master data

WKN: CP7UPT
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 12/17/2020
Issue date: 3/21/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 205.31
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.43
Parity: -4.58
Time value: 0.04
Break-even: 130.41
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 28.95
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.05
Theta: -0.02
Omega: 9.60
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -94.44%
YTD
  -99.93%
1 Year
  -99.88%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.011 0.001
6M High / 6M Low: 0.390 0.001
High (YTD): 1/2/2020 1.560
Low (YTD): 10/30/2020 0.001
52W High: 1/2/2020 1.560
52W Low: 10/30/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.481
Avg. volume 1Y:   0.000
Volatility 1M:   1,804.83%
Volatility 6M:   940.64%
Volatility 1Y:   711.15%
Volatility 3Y:   -