Citi Call 80 NEM 16.12.2021/  DE000KB5S031  /

Frankfurt Zert./CITI
11/29/2021  7:35:33 PM Chg.0.000 Bid9:58:09 PM Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,500
-
Ask Size: -
Newmont Corp 80.00 USD 12/16/2021 Call

Master data

WKN: KB5S03
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 12/16/2021
Issue date: 7/15/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 127.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.23
Parity: -2.13
Time value: 0.04
Break-even: 71.23
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.00
Spread abs.: 0.04
Spread %: 97.44%
Delta: 0.08
Theta: -0.05
Omega: 9.83
Rho: 0.00
 

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     0.00%
YTD
  -99.57%
1 Year
  -99.57%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.350 0.001
High (YTD): 5/19/2021 0.430
Low (YTD): 11/26/2021 0.001
52W High: 5/19/2021 0.430
52W Low: 11/26/2021 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   0.134
Avg. volume 1Y:   3.162
Volatility 1M:   -
Volatility 6M:   240.31%
Volatility 1Y:   221.17%
Volatility 3Y:   -