Citi Call 720 PPX 17.12.2020/  DE000KB8BSJ8  /

EUWAX
10/29/2020  9:08:24 AM Chg.0.000 Bid5:40:00 PM Ask5:40:00 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% 0.001
Bid Size: 2,500
0.041
Ask Size: 2,500
KERING S.A. INH. ... 720.00 - 12/17/2020 Call

Master data

WKN: KB8BSJ
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 720.00 -
Maturity: 12/17/2020
Issue date: 9/25/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 149.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.39
Parity: -1.98
Time value: 0.04
Break-even: 723.50
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 10.44
Spread abs.: 0.03
Spread %: 97.14%
Delta: 0.07
Theta: -0.12
Omega: 10.16
Rho: 0.04
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.43%
1 Month
  -87.50%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.007 0.002
1M High / 1M Low: 0.022 0.002
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   577.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -