Citi Call 255 AUD 18.03.2021/  DE000KB6BTT9  /

Frankfurt Zert./CITI
3/4/2021  7:34:57 PM Chg.-0.300 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.290EUR -18.87% 1.280
Bid Size: 10,500
1.300
Ask Size: 10,500
AUTODESK INC. 255.00 - 3/18/2021 Call

Master data

WKN: KB6BTT
Issuer: Citi
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Call
Strike price: 255.00 -
Maturity: 3/18/2021
Issue date: 7/31/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.44
Historic volatility: 0.41
Parity: -2.43
Time value: 1.52
Break-even: 270.20
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 60.56
Spread abs.: 0.02
Spread %: 1.32%
Delta: 0.39
Theta: -0.78
Omega: 5.87
Rho: 0.03
 

Quote data

Open: 1.410
High: 1.520
Low: 1.290
Previous Close: 1.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -55.52%
1 Month
  -68.46%
3 Months
  -59.43%
YTD
  -69.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.900 1.590
1M High / 1M Low: 4.820 1.590
6M High / 6M Low: 5.560 1.190
High (YTD): 1/12/2021 5.560
Low (YTD): 3/3/2021 1.590
52W High: - -
52W Low: - -
Avg. price 1W:   2.326
Avg. volume 1W:   0.000
Avg. price 1M:   3.703
Avg. volume 1M:   0.000
Avg. price 6M:   2.957
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   222.79%
Volatility 6M:   201.62%
Volatility 1Y:   -
Volatility 3Y:   -