Citi Call 640 PPX 17.12.2020/  DE000KB5EAW9  /

Frankfurt Zert./CITI
10/21/2020  12:09:11 PM Chg.-0.010 Bid12:49:22 PM Ask12:49:22 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.120
Bid Size: 50,000
0.130
Ask Size: 50,000
KERING S.A. INH. ... 640.00 - 12/17/2020 Call

Master data

WKN: KB5EAW
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 640.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 39.27
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.40
Parity: -0.51
Time value: 0.15
Break-even: 655.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.97
Spread abs.: 0.04
Spread %: 26.67%
Delta: 0.24
Theta: -0.14
Omega: 9.25
Rho: 0.19
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month
  -15.38%
3 Months  
+92.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.060
1M High / 1M Low: 0.130 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   421.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -