Citi Call 255 AUD 18.03.2021/  DE000KB6BTT9  /

Frankfurt Zert./CITI
3/3/2021  7:30:44 PM Chg.-0.670 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
1.590EUR -29.65% 1.500
Bid Size: 10,500
1.520
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: 9.08
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 1.87
Historic volatility: 0.41
Parity: -1.98
Time value: 2.59
Break-even: 280.90
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 74.05
Spread abs.: 0.03
Spread %: 1.16%
Delta: 0.47
Theta: -1.06
Omega: 4.24
Rho: 0.03
 

Quote data

Open: 2.230
High: 2.240
Low: 1.530
Previous Close: 2.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -57.03%
1 Month
  -57.82%
3 Months
  -49.20%
YTD
  -62.23%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.700 2.260
1M High / 1M Low: 4.820 2.260
6M High / 6M Low: 5.560 1.190
High (YTD): 1/12/2021 5.560
Low (YTD): 3/2/2021 2.260
52W High: - -
52W Low: - -
Avg. price 1W:   2.748
Avg. volume 1W:   0.000
Avg. price 1M:   3.812
Avg. volume 1M:   0.000
Avg. price 6M:   2.964
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.54%
Volatility 6M:   199.59%
Volatility 1Y:   -
Volatility 3Y:   -