Citi Call 65 NEM 16.12.2021/  DE000KB5S007  /

Frankfurt Zert./CITI
10/19/2021  7:26:51 PM Chg.-0.009 Bid9:19:50 PM Ask9:19:50 PM Underlying Strike price Expiration date Option type
0.023EUR -28.13% 0.027
Bid Size: 150,000
0.047
Ask Size: 150,000
Newmont Corp 65.00 USD 12/16/2021 Call

Master data

WKN: KB5S00
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Call
Strike price: 65.00 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: 110.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.24
Parity: -0.74
Time value: 0.04
Break-even: 56.41
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.57
Spread abs.: 0.02
Spread %: 45.45%
Delta: 0.11
Theta: -0.01
Omega: 12.44
Rho: 0.01
 

Quote data

Open: 0.029
High: 0.037
Low: 0.023
Previous Close: 0.032
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -48.89%
3 Months
  -90.80%
YTD
  -95.49%
1 Year
  -97.09%
3 Years     -
5 Years     -
1W High / 1W Low: 0.062 0.022
1M High / 1M Low: 0.062 0.015
6M High / 6M Low: 1.020 0.015
High (YTD): 5/19/2021 1.020
Low (YTD): 10/11/2021 0.015
52W High: 5/19/2021 1.020
52W Low: 10/11/2021 0.015
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.450
Avg. volume 1Y:   0.000
Volatility 1M:   603.20%
Volatility 6M:   290.53%
Volatility 1Y:   227.40%
Volatility 3Y:   -