Citi Call 720 PPX 17.12.2020/  DE000KB8BSJ8  /

EUWAX
10/21/2020  9:09:07 AM Chg.+0.002 Bid12:00:12 PM Ask11:47:40 AM Underlying Strike price Expiration date Option type
0.012EUR +20.00% 0.013
Bid Size: 50,000
0.035
Ask Size: 50,000
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: 143.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.40
Parity: -1.31
Time value: 0.04
Break-even: 724.10
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 2.75
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.08
Theta: -0.09
Omega: 12.16
Rho: 0.07
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.006
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -