Citi Call 245 AUD 18.03.2021/  DE000KB7L172  /

Frankfurt Zert./CITI
2/26/2021  7:40:47 PM Chg.-0.710 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
2.930EUR -19.51% 2.790
Bid Size: 10,500
2.820
Ask Size: 10,500
AUTODESK INC. 245.00 - 3/18/2021 Call

Master data

WKN: KB7L17
Issuer: Citi
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Call
Strike price: 245.00 -
Maturity: 3/18/2021
Issue date: 9/9/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.35
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 1.63
Historic volatility: 0.42
Parity: -0.96
Time value: 2.82
Break-even: 273.20
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 16.47
Spread abs.: 0.03
Spread %: 1.06%
Delta: 0.50
Theta: -0.78
Omega: 4.18
Rho: 0.05
 

Quote data

Open: 2.820
High: 3.330
Low: 2.650
Previous Close: 3.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.44%
1 Month
  -15.56%
3 Months
  -13.57%
YTD
  -39.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.900 2.930
1M High / 1M Low: 5.570 2.930
6M High / 6M Low: - -
High (YTD): 1/12/2021 6.290
Low (YTD): 2/26/2021 2.930
52W High: - -
52W Low: - -
Avg. price 1W:   3.956
Avg. volume 1W:   0.000
Avg. price 1M:   4.521
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -