Citi Call 225 AUD 18.03.2021/  DE000KB0CUM3  /

Frankfurt Zert./CITI
1/26/2021  7:33:59 PM Chg.+0.110 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
5.740EUR +1.95% -
Bid Size: -
-
Ask Size: -
AUTODESK INC. 225.00 - 3/18/2021 Call

Master data

WKN: KB0CUM
Issuer: Citi
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Call
Strike price: 225.00 -
Maturity: 3/18/2021
Issue date: 3/5/2020
Last trading day: 1/27/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.04
Implied volatility: 2.61
Historic volatility: 0.42
Parity: 1.04
Time value: 4.62
Break-even: 281.60
Moneyness: 1.05
Premium: 0.20
Premium p.a.: 30.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.63
Theta: -1.26
Omega: 2.61
Rho: 0.05
 

Quote data

Open: 5.810
High: 5.890
Low: 5.690
Previous Close: 5.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+23.44%
YTD
  -9.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 7.930 2.150
High (YTD): 1/12/2021 7.930
Low (YTD): 1/25/2021 5.630
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   4.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   152.42%
Volatility 1Y:   -
Volatility 3Y:   -