Citi Call 140 CRM 18.06.2020/  DE000CP40ZE4  /

EUWAX
11/15/2019  8:05:46 AM Chg.+0.01 Bid10:20:22 AM Ask10:20:22 AM Underlying Strike price Expiration date Option type
2.78EUR +0.36% 2.77
Bid Size: 16,500
2.82
Ask Size: 16,500
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: 5.34
Leverage: Yes

Calculated values

Fair value: 2.09
Intrinsic value: 2.09
Implied volatility: 0.77
Historic volatility: 0.28
Parity: 2.09
Time value: 0.68
Break-even: 154.74
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.08%
Delta: 0.54
Theta: -0.01
Omega: 2.86
Rho: 0.30
 

Quote data

Open: 2.78
High: 2.78
Low: 2.78
Previous Close: 2.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.88%
1 Month  
+33.01%
3 Months  
+62.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.84 2.53
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:   2.71
Avg. volume 1W:   0.00
Avg. price 1M:   2.16
Avg. volume 1M:   0.00
Avg. price 6M:   2.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.23%
Volatility 6M:   122.17%
Volatility 1Y:   -
Volatility 3Y:   -