Citi Call 650 PPX 17.12.2020/  DE000KB5EAX7  /

Frankfurt Zert./CITI
10/27/2020  7:30:56 PM Chg.-0.004 Bid10/27/2020 Ask10/27/2020 Underlying Strike price Expiration date Option type
0.001EUR -80.00% 0.001
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 650.00 - 12/17/2020 Call

Master data

WKN: KB5EAX
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 650.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 127.77
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.39
Parity: -1.01
Time value: 0.04
Break-even: 654.30
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.49
Spread abs.: 0.04
Spread %: 86.05%
Delta: 0.10
Theta: -0.09
Omega: 12.77
Rho: 0.07
 

Quote data

Open: 0.016
High: 0.017
Low: 0.001
Previous Close: 0.005
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -98.89%
1 Month
  -98.75%
3 Months
  -96.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.005
1M High / 1M Low: 0.090 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   559.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -