Citi Call 720 PPX 17.12.2020/  DE000KB8BSJ8  /

Frankfurt Zert./CITI
10/30/2020  7:27:30 PM Chg.0.000 Bid7:44:01 PM Ask10/30/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 2,500
-
Ask Size: -
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: 126.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.39
Parity: -2.00
Time value: 0.04
Break-even: 724.10
Moneyness: 0.72
Premium: 0.39
Premium p.a.: 11.36
Spread abs.: 0.04
Spread %: 97.56%
Delta: 0.08
Theta: -0.14
Omega: 9.65
Rho: 0.05
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.012 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,367.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -