Citi Call 315 ADSK 18.03.2021/  DE000KB87EJ2  /

Frankfurt Zert./CITI
2/26/2021  7:26:32 PM Chg.-0.230 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.150EUR -60.53% 0.100
Bid Size: 10,500
0.130
Ask Size: 10,500
Autodesk 315.00 USD 3/18/2021 Call

Master data

WKN: KB87EJ
Issuer: Citi
Currency: EUR
Underlying: Autodesk
Type: Warrant
Option type: Call
Strike price: 315.00 USD
Maturity: 3/18/2021
Issue date: 10/21/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.95
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.42
Parity: -2.57
Time value: 0.38
Break-even: 264.87
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 8.64
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.21
Theta: -0.19
Omega: 12.81
Rho: 0.02
 

Quote data

Open: 0.130
High: 0.240
Low: 0.110
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -83.52%
1 Month
  -73.21%
3 Months
  -77.94%
YTD
  -87.70%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.750 0.150
1M High / 1M Low: 1.210 0.150
6M High / 6M Low: - -
High (YTD): 1/12/2021 1.990
Low (YTD): 2/26/2021 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   497.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -