Citi Call 85 CMC 17.12.2020/  DE000KB5SAJ6  /

Frankfurt Zert./CITI
10/27/2020  1:53:22 PM Chg.+0.020 Bid2:25:20 PM Ask2:25:20 PM Underlying Strike price Expiration date Option type
1.460EUR +1.39% 1.440
Bid Size: 40,000
1.480
Ask Size: 40,000
JPMORGAN CHASE ... 85.00 - 12/17/2020 Call

Master data

WKN: KB5SAJ
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.07
Implied volatility: 1.33
Historic volatility: 0.43
Parity: 0.07
Time value: 1.39
Break-even: 99.60
Moneyness: 1.01
Premium: 0.16
Premium p.a.: 1.92
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.55
Theta: -0.12
Omega: 3.20
Rho: 0.04
 

Quote data

Open: 1.500
High: 1.500
Low: 1.460
Previous Close: 1.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.68%
1 Month  
+55.32%
3 Months  
+13.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.650 1.380
1M High / 1M Low: 1.650 1.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.494
Avg. volume 1W:   0.000
Avg. price 1M:   1.393
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -