Citi Call 690 PPX 17.12.2020/  DE000KB5EA19  /

Frankfurt Zert./CITI
10/23/2020  10:22:04 AM Chg.-0.008 Bid10:24:25 AM Ask10:24:25 AM Underlying Strike price Expiration date Option type
0.007EUR -53.33% 0.007
Bid Size: 50,000
0.035
Ask Size: 50,000
KERING S.A. INH. ... 690.00 - 12/17/2020 Call

Master data

WKN: KB5EA1
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 690.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 133.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.40
Parity: -1.16
Time value: 0.04
Break-even: 694.30
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.53
Spread abs.: 0.04
Spread %: 93.02%
Delta: 0.09
Theta: -0.09
Omega: 12.36
Rho: 0.07
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.015
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -61.11%
1 Month
  -80.00%
3 Months  
+133.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.029 0.008
1M High / 1M Low: 0.036 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,886.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -