Citi Call 245 AUD 18.03.2021/  DE000KB7L172  /

Frankfurt Zert./CITI
3/2/2021  7:25:25 PM Chg.-0.290 Bid9:59:58 PM Ask- Underlying Strike price Expiration date Option type
3.040EUR -8.71% 2.830
Bid Size: 10,500
-
Ask Size: -
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: 6.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 2.18
Historic volatility: 0.42
Parity: -1.59
Time value: 3.33
Break-even: 278.30
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 83.84
Spread abs.: -0.01
Spread %: -0.30%
Delta: 0.51
Theta: -1.18
Omega: 3.52
Rho: 0.04
 

Quote data

Open: 3.290
High: 3.390
Low: 2.920
Previous Close: 3.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month
  -33.19%
3 Months
  -13.64%
YTD
  -37.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.470 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:   3.642
Avg. volume 1W:   0.000
Avg. price 1M:   4.628
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -