Citi Knock-Out CMC/  DE000KB2SR25  /

EUWAX
10/20/2020  9:35:46 PM Chg.-0.07 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.72EUR -3.91% 1.73
Bid Size: 22,500
1.74
Ask Size: 22,500
JPMORGAN CHASE ... 120.7906 - 12/31/2078 Put

Master data

Issuer: Citi
WKN: KB2SR2
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Knock-out
Option type: Put
Strike price: 120.7906 -
Maturity: Endless
Issue date: 5/4/2020
Last trading day: 12/31/2078
Ratio: 10:1
Exercise type: Bermuda
Quanto: No
Gearing: -4.69
Knock-out: 116.16
Knock-out violated on: -
Distance to knock-out: -31.187
Distance to knock-out %: -36.70%
Distance to strike price: -35.9611
Distance to strike price %: -42.32%

Calculated values

Fair value: -
Implied volatility: -
Historic volatility: -
Parity: -
Time value: -
Break-even: -
Moneyness: -
Premium: -0.21
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.76
High: 1.76
Low: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.18%
1 Month
  -14.00%
3 Months
  -22.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.79 1.63
1M High / 1M Low: 2.54 1.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -