Citi Call 270 AUD 18.03.2021/  DE000KB5KS45  /

Frankfurt Zert./CITI
3/3/2021  7:32:40 PM Chg.-0.470 Bid9:37:23 PM Ask9:37:23 PM Underlying Strike price Expiration date Option type
0.770EUR -37.90% 0.700
Bid Size: 35,000
0.720
Ask Size: 35,000
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: 20.63
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 1.32
Historic volatility: 0.41
Parity: -3.48
Time value: 1.14
Break-even: 281.40
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 77.37
Spread abs.: 0.02
Spread %: 1.75%
Delta: 0.32
Theta: -0.65
Omega: 6.60
Rho: 0.03
 

Quote data

Open: 1.230
High: 1.230
Low: 0.770
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -71.48%
1 Month
  -72.30%
3 Months
  -67.51%
YTD
  -76.60%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.700 1.240
1M High / 1M Low: 3.680 1.240
6M High / 6M Low: 4.570 0.840
High (YTD): 1/12/2021 4.570
Low (YTD): 3/2/2021 1.240
52W High: - -
52W Low: - -
Avg. price 1W:   1.778
Avg. volume 1W:   0.000
Avg. price 1M:   2.784
Avg. volume 1M:   0.000
Avg. price 6M:   2.240
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.94%
Volatility 6M:   229.98%
Volatility 1Y:   -
Volatility 3Y:   -