Citi Call 940 PPX 16.12.2021/  DE000KE74FL7  /

Frankfurt Zert./CITI
9/24/2021  7:39:30 PM Chg.0.000 Bid9/24/2021 Ask9/24/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 940.00 - 12/16/2021 Call

Master data

WKN: KE74FL
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Call
Strike price: 940.00 -
Maturity: 12/16/2021
Issue date: 5/13/2021
Last trading day: 9/27/2021
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 64.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.86
Historic volatility: 0.27
Parity: -2.94
Time value: 0.10
Break-even: 950.00
Moneyness: 0.69
Premium: 0.47
Premium p.a.: 12.54
Spread abs.: 0.10
Spread %: 99.00%
Delta: 0.11
Theta: -0.28
Omega: 7.15
Rho: 0.09
 

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
  -98.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -