Citi Call 270 AUD 18.03.2021/  DE000KB5KS45  /

Frankfurt Zert./CITI
2/26/2021  7:27:04 PM Chg.-0.470 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
1.490EUR -23.98% 1.210
Bid Size: 10,500
1.230
Ask Size: 10,500
AUTODESK INC. 270.00 - 3/18/2021 Call

Master data

WKN: KB5KS4
Issuer: Citi
Currency: EUR
Underlying: AUTODESK INC.
Type: Warrant
Option type: Call
Strike price: 270.00 -
Maturity: 3/18/2021
Issue date: 7/13/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.23
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 1.57
Historic volatility: 0.42
Parity: -3.64
Time value: 1.91
Break-even: 289.10
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 47.84
Spread abs.: 0.02
Spread %: 1.05%
Delta: 0.39
Theta: -0.71
Omega: 4.71
Rho: 0.04
 

Quote data

Open: 1.290
High: 1.700
Low: 1.170
Previous Close: 1.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -54.98%
1 Month
  -43.77%
3 Months
  -27.67%
YTD
  -54.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.310 1.960
1M High / 1M Low: 3.680 1.960
6M High / 6M Low: 4.570 0.840
High (YTD): 1/12/2021 4.570
Low (YTD): 2/25/2021 1.960
52W High: - -
52W Low: - -
Avg. price 1W:   2.634
Avg. volume 1W:   0.000
Avg. price 1M:   2.863
Avg. volume 1M:   0.000
Avg. price 6M:   2.244
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.80%
Volatility 6M:   230.43%
Volatility 1Y:   -
Volatility 3Y:   -