Citi Call 60 NEM 16.12.2021/  DE000KB5S0Z3  /

Frankfurt Zert./CITI
10/26/2021  7:40:25 PM Chg.-0.030 Bid8:01:06 AM Ask8:01:06 AM Underlying Strike price Expiration date Option type
0.130EUR -18.75% 0.120
Bid Size: 15,000
0.150
Ask Size: 15,000
Newmont Corp 60.00 USD 12/16/2021 Call

Master data

WKN: KB5S0Z
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/16/2021
Issue date: 7/15/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.24
Parity: -0.20
Time value: 0.15
Break-even: 53.24
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.29
Theta: -0.01
Omega: 9.67
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+44.44%
3 Months
  -69.77%
YTD
  -80.30%
1 Year
  -85.56%
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.110
1M High / 1M Low: 0.160 0.077
6M High / 6M Low: 1.320 0.077
High (YTD): 5/19/2021 1.320
Low (YTD): 10/11/2021 0.077
52W High: 5/19/2021 1.320
52W Low: 10/11/2021 0.077
Avg. price 1W:   0.138
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.498
Avg. volume 6M:   0.000
Avg. price 1Y:   0.599
Avg. volume 1Y:   0.000
Volatility 1M:   348.47%
Volatility 6M:   204.77%
Volatility 1Y:   171.95%
Volatility 3Y:   -