Citi Call 95 CMC 17.12.2020/  DE000KB5SAL2  /

Frankfurt Zert./CITI
10/27/2020  7:37:12 PM Chg.-0.080 Bid9:00:15 PM Ask9:00:15 PM Underlying Strike price Expiration date Option type
0.690EUR -10.39% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 95.00 - 12/17/2020 Call

Master data

WKN: KB5SAL
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.58
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 1.08
Historic volatility: 0.43
Parity: -0.93
Time value: 0.81
Break-even: 103.10
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 2.74
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.41
Theta: -0.09
Omega: 4.29
Rho: 0.04
 

Quote data

Open: 0.810
High: 0.830
Low: 0.680
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.75%
1 Month  
+50.00%
3 Months
  -10.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.960 0.740
1M High / 1M Low: 0.960 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.824
Avg. volume 1W:   0.000
Avg. price 1M:   0.768
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -