Citi Call 3 BSD2 16.12.2021/  DE000KB0ENX1  /

Frankfurt Zert./CITI
10/22/2021  7:38:12 PM Chg.-0.030 Bid7:45:38 PM Ask- Underlying Strike price Expiration date Option type
0.330EUR -8.33% 0.340
Bid Size: 1,200
-
Ask Size: -
BCO SANTANDER N.EO0,... 3.00 EUR 12/16/2021 Call

Master data

WKN: KB0ENX
Issuer: Citi
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 3.00 EUR
Maturity: 12/16/2021
Issue date: 3/6/2020
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.65
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.66
Historic volatility: 0.39
Parity: 0.28
Time value: 0.06
Break-even: 3.34
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.56
Theta: 0.00
Omega: 5.42
Rho: 0.00
 

Quote data

Open: 0.370
High: 0.370
Low: 0.330
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.50%
1 Month  
+43.48%
3 Months  
+3.13%
YTD  
+65.00%
1 Year  
+10900.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.330
1M High / 1M Low: 0.420 0.230
6M High / 6M Low: 0.630 0.140
High (YTD): 6/3/2021 0.630
Low (YTD): 9/20/2021 0.140
52W High: 6/3/2021 0.630
52W Low: 10/28/2020 0.001
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   0.000
Avg. price 1Y:   0.296
Avg. volume 1Y:   3.937
Volatility 1M:   196.95%
Volatility 6M:   173.17%
Volatility 1Y:   892.40%
Volatility 3Y:   -