Citi Call 205 CRM 18.06.2020/  DE000CP40ZT2  /

EUWAX
11/12/2019  4:38:55 PM Chg.+0.040 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.260EUR +18.18% 0.250
Bid Size: 24,750
0.260
Ask Size: 24,750
Salesforce.com Inc 205.00 USD 6/18/2020 Call

Master data

WKN: CP40ZT
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 205.00 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: 61.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -3.92
Time value: 0.24
Break-even: 188.17
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 4.17%
Delta: 0.11
Theta: -0.01
Omega: 6.61
Rho: 0.08
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.94%
1 Month  
+73.33%
3 Months  
+73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.220 0.073
6M High / 6M Low: 0.730 0.073
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.85%
Volatility 6M:   248.48%
Volatility 1Y:   -
Volatility 3Y:   -