Citi Call 200 CRM 18.06.2020/  DE000CP40ZS4  /

EUWAX
11/20/2019  8:06:01 AM Chg.+0.020 Bid12:03:11 PM Ask12:03:11 PM Underlying Strike price Expiration date Option type
0.300EUR +7.14% 0.290
Bid Size: 33,000
0.300
Ask Size: 33,000
Salesforce.com Inc 200.00 USD 6/18/2020 Call

Master data

WKN: CP40ZS
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 200.00 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: 47.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.27
Parity: -3.25
Time value: 0.31
Break-even: 183.64
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.13
Theta: -0.01
Omega: 6.40
Rho: 0.10
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+172.73%
3 Months  
+30.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.270
1M High / 1M Low: 0.330 0.100
6M High / 6M Low: 0.770 0.100
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.347
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.63%
Volatility 6M:   238.21%
Volatility 1Y:   -
Volatility 3Y:   -