Citi Put 105 CRM 18.06.2020/  DE000CP40Z10  /

EUWAX
11/14/2019  4:37:57 PM Chg.+0.004 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.087EUR +4.82% 0.080
Bid Size: 24,750
0.090
Ask Size: 24,750
Salesforce.com Inc 105.00 USD 6/18/2020 Put

Master data

WKN: CP40Z1
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Put
Strike price: 105.00 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: -147.69
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.28
Parity: -5.23
Time value: 0.10
Break-even: 94.37
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.10
Theta: -0.03
Omega: -14.67
Rho: -0.09
 

Quote data

Open: 0.090
High: 0.090
Low: 0.087
Previous Close: 0.083
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.00%
1 Month
  -51.67%
3 Months
  -71.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.079
1M High / 1M Low: 0.220 0.079
6M High / 6M Low: 0.440 0.079
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.34%
Volatility 6M:   189.20%
Volatility 1Y:   -
Volatility 3Y:   -