Citi Call 700 PPX 17.12.2020/  DE000KB5EA27  /

Frankfurt Zert./CITI
10/21/2020  9:29:03 AM Chg.+0.009 Bid10:09:49 AM Ask10:09:49 AM Underlying Strike price Expiration date Option type
0.022EUR +69.23% 0.019
Bid Size: 50,000
0.035
Ask Size: 50,000
KERING S.A. INH. ... 700.00 - 12/17/2020 Call

Master data

WKN: KB5EA2
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 120.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.40
Parity: -1.11
Time value: 0.05
Break-even: 704.90
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 2.16
Spread abs.: 0.04
Spread %: 81.63%
Delta: 0.10
Theta: -0.09
Omega: 12.13
Rho: 0.09
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.013
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2100.00%
1 Month
  -24.14%
3 Months  
+214.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.001
1M High / 1M Low: 0.029 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,938.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -