Citi Put 105 CRM 18.06.2020/  DE000CP40Z10  /

EUWAX
11/12/2019  8:05:42 AM Chg.-0.005 Bid12:00:03 PM Ask12:00:03 PM Underlying Strike price Expiration date Option type
0.085EUR -5.56% 0.085
Bid Size: 33,000
0.095
Ask Size: 33,000
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: -149.60
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.28
Parity: -5.15
Time value: 0.10
Break-even: 94.17
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 10.20%
Delta: -0.10
Theta: -0.03
Omega: -15.42
Rho: -0.10
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.17%
1 Month
  -52.78%
3 Months
  -75.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.220 0.090
6M High / 6M Low: 0.440 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.32%
Volatility 6M:   190.82%
Volatility 1Y:   -
Volatility 3Y:   -