Citi Call 140 CRM 18.06.2020/  DE000CP40ZE4  /

EUWAX
11/19/2019  8:54:09 AM Chg.+0.01 Bid3:49:19 PM Ask3:49:19 PM Underlying Strike price Expiration date Option type
2.71EUR +0.37% 2.69
Bid Size: 82,500
2.72
Ask Size: 82,500
Salesforce.com Inc 140.00 USD 6/18/2020 Call

Master data

WKN: CP40ZE
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 140.00 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: 5.40
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 2.06
Implied volatility: 0.75
Historic volatility: 0.27
Parity: 2.06
Time value: 0.66
Break-even: 153.64
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.10%
Delta: 0.54
Theta: -0.02
Omega: 2.91
Rho: 0.30
 

Quote data

Open: 2.71
High: 2.71
Low: 2.71
Previous Close: 2.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.21%
1 Month  
+77.12%
3 Months  
+53.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.84 2.65
1M High / 1M Low: 2.84 1.49
6M High / 6M Low: 3.12 1.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   2.31
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.18%
Volatility 6M:   121.87%
Volatility 1Y:   -
Volatility 3Y:   -