Citi Call 670 PPX 17.12.2020/  DE000KB5EAZ2  /

Frankfurt Zert./CITI
10/20/2020  7:41:35 PM Chg.-0.001 Bid7:57:29 PM Ask10/20/2020 Underlying Strike price Expiration date Option type
0.050EUR -1.96% 0.047
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 670.00 - 12/17/2020 Call

Master data

WKN: KB5EAZ
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 670.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 77.11
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -0.84
Time value: 0.08
Break-even: 677.60
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 1.49
Spread abs.: 0.04
Spread %: 52.63%
Delta: 0.14
Theta: -0.10
Omega: 11.15
Rho: 0.12
 

Quote data

Open: 0.049
High: 0.064
Low: 0.045
Previous Close: 0.051
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month
  -28.57%
3 Months  
+85.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.051 0.019
1M High / 1M Low: 0.070 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   614.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -