Citi Call 770 PPX 16.12.2021/  DE000KE1THV0  /

Frankfurt Zert./CITI
11/11/2021  7:26:17 PM Chg.-0.009 Bid11/11/2021 Ask11/11/2021 Underlying Strike price Expiration date Option type
0.001EUR -90.00% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 770.00 - 12/16/2021 Call

Master data

WKN: KE1THV
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 770.00 -
Maturity: 12/16/2021
Issue date: 12/17/2020
Last trading day: 11/12/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 68.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.28
Parity: -0.86
Time value: 0.10
Break-even: 780.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 19.14
Spread abs.: 0.10
Spread %: 99.00%
Delta: 0.19
Theta: -0.68
Omega: 12.96
Rho: 0.05
 

Quote data

Open: 0.008
High: 0.010
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -99.23%
YTD
  -99.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.590 0.001
High (YTD): 8/12/2021 0.590
Low (YTD): 11/11/2021 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.234
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,127.26%
Volatility 6M:   1,377.81%
Volatility 1Y:   -
Volatility 3Y:   -