Citi Call 155 CRM 18.06.2020/  DE000CP40ZH7  /

EUWAX
11/11/2019  4:38:57 PM Chg.+0.06 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
1.71EUR +3.64% 1.76
Bid Size: 24,750
1.78
Ask Size: 24,750
Salesforce.com Inc 155.00 USD 6/18/2020 Call

Master data

WKN: CP40ZH
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 155.00 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: 8.35
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.55
Implied volatility: 0.67
Historic volatility: 0.28
Parity: 0.55
Time value: 1.20
Break-even: 158.13
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.42
Theta: -0.01
Omega: 3.49
Rho: 0.26
 

Quote data

Open: 1.70
High: 1.71
Low: 1.70
Previous Close: 1.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.93%
1 Month  
+39.02%
3 Months  
+69.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.71 1.45
1M High / 1M Low: 1.71 0.86
6M High / 6M Low: 2.35 0.86
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.62
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   380.95
Avg. price 6M:   1.57
Avg. volume 6M:   62.02
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.13%
Volatility 6M:   148.87%
Volatility 1Y:   -
Volatility 3Y:   -