Citi Call 130 PG 16.12.2021/  DE000KB5TDD1  /

EUWAX
11/29/2021  8:10:52 AM Chg.+0.01 Bid4:54:36 PM Ask2:58:57 PM Underlying Strike price Expiration date Option type
1.63EUR +0.62% 1.61
Bid Size: 100,000
-
Ask Size: -
Procter & Gamble Co 130.00 USD 12/16/2021 Call

Master data

WKN: KB5TDD
Issuer: Citi
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/16/2021
Issue date: 7/16/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.06
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.55
Implied volatility: 0.81
Historic volatility: 0.12
Parity: 1.55
Time value: 0.07
Break-even: 131.32
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 4.94%
Delta: 0.75
Theta: -0.09
Omega: 6.01
Rho: 0.04
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.24%
1 Month  
+48.18%
3 Months  
+35.83%
YTD  
+26.36%
1 Year  
+19.85%
3 Years     -
5 Years     -
1W High / 1W Low: 1.72 1.52
1M High / 1M Low: 1.72 1.10
6M High / 6M Low: 1.72 0.65
High (YTD): 11/24/2021 1.72
Low (YTD): 3/5/2021 0.52
52W High: 11/24/2021 1.72
52W Low: 3/5/2021 0.52
Avg. price 1W:   1.61
Avg. volume 1W:   0.00
Avg. price 1M:   1.42
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   0.00
Avg. price 1Y:   1.04
Avg. volume 1Y:   0.00
Volatility 1M:   90.73%
Volatility 6M:   114.57%
Volatility 1Y:   112.61%
Volatility 3Y:   -