Citi Call 225 AUD 18.03.2021
/ DE000KB0CUM3
Citi Call 225 AUD 18.03.2021/ DE000KB0CUM3 /
| 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: |
|
- |