Citi Put 105 CMC 17.12.2020/  DE000KA3K0K7  /

Frankfurt Zert./CITI
10/21/2020  7:37:03 PM Chg.+0.060 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.670EUR +9.84% 0.720
Bid Size: 30,000
0.730
Ask Size: 30,000
JPMORGAN CHASE ... 105.00 - 12/17/2020 Put

Master data

WKN: KA3K0K
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 105.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -12.48
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.01
Implied volatility: -
Historic volatility: 0.43
Parity: 2.01
Time value: -1.33
Break-even: 98.20
Moneyness: 1.24
Premium: -0.16
Premium p.a.: -0.67
Spread abs.: 0.01
Spread %: 1.47%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.660
High: 0.670
Low: 0.650
Previous Close: 0.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.08%
1 Month
  -45.08%
3 Months
  -42.74%
YTD  
+168.00%
1 Year  
+28.85%
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.600
1M High / 1M Low: 1.300 0.600
6M High / 6M Low: 2.320 0.600
High (YTD): 3/18/2020 3.030
Low (YTD): 2/19/2020 0.200
52W High: 3/18/2020 3.030
52W Low: 2/19/2020 0.200
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.881
Avg. volume 1M:   0.000
Avg. price 6M:   1.251
Avg. volume 6M:   0.000
Avg. price 1Y:   1.032
Avg. volume 1Y:   0.000
Volatility 1M:   128.19%
Volatility 6M:   153.97%
Volatility 1Y:   187.35%
Volatility 3Y:   -