Citi Call 200 AMG/  DE000KB9PJ54  /

Frankfurt Zert./CITI
1/5/2022  7:34:27 PM Chg.-0.040 Bid9:59:52 PM Ask- Underlying Strike price Expiration date Option type
2.400EUR -1.64% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 200.00 - 1/20/2022 Call

Master data

WKN: KB9PJ5
Issuer: Citi
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 1/20/2022
Issue date: 11/2/2020
Last trading day: 1/6/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.71
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.64
Implied volatility: 4.84
Historic volatility: 0.17
Parity: 0.64
Time value: 1.73
Break-even: 223.70
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.00
Spread abs.: 0.16
Spread %: 6.75%
Delta: 0.60
Theta: -9.98
Omega: 5.20
Rho: 0.00
 

Quote data

Open: 2.390
High: 2.510
Low: 2.130
Previous Close: 2.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.32%
3 Months  
+76.47%
YTD
  -3.61%
1 Year
  -49.37%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.490 1.900
6M High / 6M Low: 4.200 0.770
High (YTD): 1/4/2022 2.440
Low (YTD): 1/3/2022 2.250
52W High: 4/20/2021 5.210
52W Low: 11/30/2021 0.770
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.220
Avg. volume 1M:   0.000
Avg. price 6M:   1.946
Avg. volume 6M:   0.000
Avg. price 1Y:   3.001
Avg. volume 1Y:   0.000
Volatility 1M:   83.27%
Volatility 6M:   163.67%
Volatility 1Y:   131.84%
Volatility 3Y:   -