Citi Call 265 AUD 18.03.2021/  DE000KB5KS37  /

Frankfurt Zert./CITI
3/3/2021  3:38:05 PM Chg.-0.300 Bid3:48:06 PM Ask3:48:06 PM Underlying Strike price Expiration date Option type
1.270EUR -19.11% 1.170
Bid Size: 35,000
1.190
Ask Size: 35,000
AUTODESK INC. 265.00 - 3/18/2021 Call

Master data

WKN: KB5KS3
Issuer: Citi
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Call
Strike price: 265.00 -
Maturity: 3/18/2021
Issue date: 7/13/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.68
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.40
Historic volatility: 0.41
Parity: -2.98
Time value: 1.41
Break-even: 279.10
Moneyness: 0.89
Premium: 0.19
Premium p.a.: 63.18
Spread abs.: 0.02
Spread %: 1.42%
Delta: 0.36
Theta: -0.73
Omega: 6.01
Rho: 0.03
 

Quote data

Open: 1.530
High: 1.540
Low: 1.270
Previous Close: 1.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -58.22%
1 Month
  -59.03%
3 Months
  -51.34%
YTD
  -64.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.040 1.570
1M High / 1M Low: 4.090 1.570
6M High / 6M Low: 4.930 0.940
High (YTD): 1/12/2021 4.930
Low (YTD): 3/2/2021 1.570
52W High: - -
52W Low: - -
Avg. price 1W:   2.090
Avg. volume 1W:   0.000
Avg. price 1M:   3.122
Avg. volume 1M:   0.000
Avg. price 6M:   2.471
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.89%
Volatility 6M:   219.53%
Volatility 1Y:   -
Volatility 3Y:   -