Citi Call 140 PG 16.12.2021/  DE000KB5TDF6  /

EUWAX
12/1/2021  8:11:44 AM Chg.-0.170 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
0.540EUR -23.94% 0.650
Bid Size: 30,000
0.670
Ask Size: 30,000
Procter & Gamble Co 140.00 USD 12/16/2021 Call

Master data

WKN: KB5TDF
Issuer: Citi
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 140.00 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: 24.54
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.45
Historic volatility: 0.12
Parity: 0.40
Time value: 0.12
Break-even: 128.77
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 3.85%
Delta: 0.56
Theta: -0.05
Omega: 13.69
Rho: 0.03
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.64%
1 Month  
+17.39%
3 Months
  -3.57%
YTD
  -35.71%
1 Year
  -39.33%
3 Years     -
5 Years     -
1W High / 1W Low: 0.880 0.710
1M High / 1M Low: 0.880 0.400
6M High / 6M Low: 0.880 0.260
High (YTD): 1/7/2021 0.900
Low (YTD): 10/22/2021 0.260
52W High: 1/7/2021 0.900
52W Low: 10/22/2021 0.260
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.516
Avg. volume 6M:   0.000
Avg. price 1Y:   0.546
Avg. volume 1Y:   0.000
Volatility 1M:   175.93%
Volatility 6M:   180.47%
Volatility 1Y:   158.02%
Volatility 3Y:   -