Citi Call 265 AUD 18.03.2021
/ DE000KB5KS37
Citi Call 265 AUD 18.03.2021/ DE000KB5KS37 /
| 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: |
|
- |