Citi Call 175 CRM 18.06.2020/  DE000CP40ZM7  /

EUWAX
11/20/2019  4:37:46 PM Chg.+0.120 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.990EUR +13.79% 0.950
Bid Size: 24,750
0.960
Ask Size: 24,750
Salesforce.com Inc 175.00 USD 6/18/2020 Call

Master data

WKN: CP40ZM
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 175.00 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: 15.91
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.27
Parity: -1.00
Time value: 0.93
Break-even: 167.27
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.29
Theta: -0.01
Omega: 4.60
Rho: 0.19
 

Quote data

Open: 0.900
High: 0.990
Low: 0.900
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.06%
1 Month  
+160.53%
3 Months  
+65.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.860
1M High / 1M Low: 0.970 0.360
6M High / 6M Low: 1.460 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   0.715
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.26%
Volatility 6M:   181.02%
Volatility 1Y:   -
Volatility 3Y:   -