Citi Call 730 PPX 16.12.2021/  DE000KE1THS6  /

Frankfurt Zert./CITI
12/2/2021  7:26:48 PM Chg.0.000 Bid9:12:23 AM Ask9:12:23 AM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.090
Bid Size: 50,000
0.110
Ask Size: 50,000
KERING S.A. INH. ... 730.00 EUR 12/16/2021 Call

Master data

WKN: KE1THS
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 730.00 EUR
Maturity: 12/16/2021
Issue date: 12/17/2020
Last trading day: 12/15/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 38.53
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.28
Parity: -0.37
Time value: 0.18
Break-even: 748.00
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 7.37
Spread abs.: 0.10
Spread %: 55.56%
Delta: 0.32
Theta: -0.96
Omega: 12.32
Rho: 0.07
 

Quote data

Open: 0.062
High: 0.082
Low: 0.062
Previous Close: 0.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+700.00%
3 Months
  -65.22%
YTD
  -52.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.040
1M High / 1M Low: 0.200 0.010
6M High / 6M Low: 0.840 0.010
High (YTD): 8/12/2021 0.840
Low (YTD): 11/4/2021 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.322
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   941.39%
Volatility 6M:   483.47%
Volatility 1Y:   -
Volatility 3Y:   -