Citi Call 160 CMC 17.12.2020/  DE000KA5RTX0  /

Frankfurt Zert./CITI
10/28/2020  7:31:10 PM Chg.0.000 Bid10/28/2020 Ask10/28/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 160.00 - 12/17/2020 Call

Master data

WKN: KA5RTX
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 12/17/2020
Issue date: 10/24/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 205.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.43
Parity: -7.57
Time value: 0.04
Break-even: 160.41
Moneyness: 0.53
Premium: 0.90
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.04
Theta: -0.02
Omega: 7.76
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -99.71%
1 Year
  -99.44%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.029 0.001
High (YTD): 1/2/2020 0.370
Low (YTD): 10/27/2020 0.001
52W High: 12/13/2019 0.390
52W Low: 10/27/2020 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:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   0.095
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   2,976.85%
Volatility 1Y:   2,123.26%
Volatility 3Y:   -