Citi Put 105 CMC 17.12.2020/  DE000KA3K0K7  /

Frankfurt Zert./CITI
10/27/2020  7:41:10 PM Chg.+0.040 Bid9:00:15 PM Ask9:00:15 PM Underlying Strike price Expiration date Option type
0.700EUR +6.06% -
Bid Size: -
-
Ask Size: -
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: -13.19
Leverage: Yes

Calculated values

Fair value: 2.77
Intrinsic value: 1.93
Implied volatility: -
Historic volatility: 0.43
Parity: 1.93
Time value: -1.28
Break-even: 98.50
Moneyness: 1.22
Premium: -0.15
Premium p.a.: -0.68
Spread abs.: 0.02
Spread %: 3.08%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.610
High: 0.740
Low: 0.600
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.75%
1 Month
  -46.15%
3 Months
  -41.18%
YTD  
+180.00%
1 Year  
+42.86%
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.510
1M High / 1M Low: 1.120 0.510
6M High / 6M Low: 2.320 0.510
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:   0.608
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   1.215
Avg. volume 6M:   0.000
Avg. price 1Y:   1.035
Avg. volume 1Y:   0.000
Volatility 1M:   169.88%
Volatility 6M:   159.89%
Volatility 1Y:   190.46%
Volatility 3Y:   -