Citi Call 135 CRM 18.06.2020/  DE000CP40ZD6  /

EUWAX
11/14/2019  8:06:00 AM Chg.-0.14 Bid3:17:24 PM Ask3:17:24 PM Underlying Strike price Expiration date Option type
3.05EUR -4.39% 3.11
Bid Size: 33,000
3.16
Ask Size: 33,000
Salesforce.com Inc 135.00 USD 6/18/2020 Call

Master data

WKN: CP40ZD
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 135.00 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: 4.75
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.51
Implied volatility: 0.80
Historic volatility: 0.28
Parity: 2.51
Time value: 0.60
Break-even: 153.72
Moneyness: 1.20
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.96%
Delta: 0.57
Theta: -0.02
Omega: 2.69
Rho: 0.31
 

Quote data

Open: 3.05
High: 3.05
Low: 3.05
Previous Close: 3.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.54%
1 Month  
+38.64%
3 Months  
+50.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.19 2.86
1M High / 1M Low: 3.19 1.76
6M High / 6M Low: 3.42 1.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   2.43
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.30%
Volatility 6M:   115.30%
Volatility 1Y:   -
Volatility 3Y:   -