Citi Call 165 CRM 18.06.2020/  DE000CP40ZK1  /

EUWAX
11/19/2019  8:54:13 AM Chg.+0.01 Bid11:08:04 AM Ask11:08:04 AM Underlying Strike price Expiration date Option type
1.29EUR +0.78% 1.31
Bid Size: 16,500
1.34
Ask Size: 16,500
Salesforce.com Inc 165.00 USD 6/18/2020 Call

Master data

WKN: CP40ZK
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 165.00 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: 11.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.27
Parity: -0.20
Time value: 1.29
Break-even: 161.92
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.36
Theta: -0.01
Omega: 4.06
Rho: 0.23
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.84%
1 Month  
+118.64%
3 Months  
+63.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.38 1.24
1M High / 1M Low: 1.38 0.57
6M High / 6M Low: 1.85 0.57
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.04
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.62%
Volatility 6M:   164.73%
Volatility 1Y:   -
Volatility 3Y:   -