Citi Put 100 CRM 18.06.2020/  DE000CP40Z02  /

EUWAX
11/15/2019  4:38:16 PM Chg.-0.008 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.055EUR -12.70% 0.052
Bid Size: 24,750
0.062
Ask Size: 24,750
Salesforce.com Inc 100.00 USD 6/18/2020 Put

Master data

WKN: CP40Z0
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 6/18/2020
Issue date: 1/3/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -217.59
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.28
Parity: -5.72
Time value: 0.07
Break-even: 90.06
Moneyness: 0.61
Premium: 0.39
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 14.71%
Delta: -0.07
Theta: -0.02
Omega: -14.35
Rho: -0.06
 

Quote data

Open: 0.055
High: 0.055
Low: 0.055
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.29%
1 Month
  -54.17%
3 Months
  -79.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.069 0.056
1M High / 1M Low: 0.170 0.056
6M High / 6M Low: 0.360 0.056
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.83%
Volatility 6M:   197.46%
Volatility 1Y:   -
Volatility 3Y:   -