Citi Call 90 CMC 17.12.2020/  DE000KB5SAK4  /

Frankfurt Zert./CITI
10/30/2020  7:27:09 PM Chg.-0.040 Bid8:59:33 PM Ask8:59:33 PM Underlying Strike price Expiration date Option type
0.860EUR -4.44% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 90.00 - 12/17/2020 Call

Master data

WKN: KB5SAK
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 1.12
Historic volatility: 0.43
Parity: -0.68
Time value: 0.87
Break-even: 98.70
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 2.66
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.43
Theta: -0.10
Omega: 4.15
Rho: 0.04
 

Quote data

Open: 0.760
High: 0.880
Low: 0.760
Previous Close: 0.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.81%
1 Month
  -3.37%
3 Months
  -9.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.070 0.850
1M High / 1M Low: 1.280 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.050
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -