Citi Call 170 CRM 18.06.2020/  DE000CP40ZL9  /

EUWAX
11/15/2019  4:38:14 PM Chg.-0.10 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
1.03EUR -8.85% 1.07
Bid Size: 24,750
1.09
Ask Size: 24,750
Salesforce.com Inc 170.00 USD 6/18/2020 Call

Master data

WKN: CP40ZL
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 170.00 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: 13.53
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.28
Parity: -0.63
Time value: 1.09
Break-even: 164.68
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.32
Theta: -0.01
Omega: 4.31
Rho: 0.21
 

Quote data

Open: 1.12
High: 1.12
Low: 1.03
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.10%
1 Month  
+71.67%
3 Months  
+43.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.16 1.02
1M High / 1M Low: 1.16 0.45
6M High / 6M Low: 1.70 0.45
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   0.81
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   30.77
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.18%
Volatility 6M:   173.26%
Volatility 1Y:   -
Volatility 3Y:   -