Citi Call 150 CMC 17.12.2020/  DE000CP9B5N0  /

Frankfurt Zert./CITI
10/19/2020  7:26:24 PM Chg.0.000 Bid8:00:25 AM Ask8:00:25 AM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.041
Ask Size: 10,000
JPMORGAN CHASE ... 150.00 - 12/17/2020 Call

Master data

WKN: CP9B5N
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/17/2020
Issue date: 4/30/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 206.84
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.43
Parity: -6.52
Time value: 0.04
Break-even: 150.41
Moneyness: 0.57
Premium: 0.77
Premium p.a.: 35.82
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.04
Theta: -0.02
Omega: 8.20
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.83%
1 Year
  -99.52%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.070 0.001
High (YTD): 1/2/2020 0.640
Low (YTD): 10/19/2020 0.001
52W High: 12/13/2019 0.650
52W Low: 10/19/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   3,553.47%
Volatility 1Y:   2,533.26%
Volatility 3Y:   -