Citi Call 680 PPX 17.12.2020/  DE000KB5EA01  /

Frankfurt Zert./CITI
10/22/2020  4:49:07 PM Chg.+0.004 Bid5:29:48 PM Ask5:29:48 PM Underlying Strike price Expiration date Option type
0.021EUR +23.53% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 680.00 - 12/17/2020 Call

Master data

WKN: KB5EA0
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 680.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 105.07
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -1.02
Time value: 0.06
Break-even: 685.50
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.04
Spread abs.: 0.04
Spread %: 70.91%
Delta: 0.11
Theta: -0.10
Omega: 11.83
Rho: 0.09
 

Quote data

Open: 0.026
High: 0.033
Low: 0.021
Previous Close: 0.017
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+110.00%
1 Month
  -38.24%
3 Months  
+90.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.010
1M High / 1M Low: 0.048 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   832.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -