Citi Put 11.6 IBE1 16.12.2021/  DE000KE6HPY1  /

EUWAX
7/28/2021  9:13:45 AM Chg.- Bid8:34:11 AM Ask8:34:11 AM Underlying Strike price Expiration date Option type
1.48EUR - -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 11.60 - 12/16/2021 Put

Master data

WKN: KE6HPY
Issuer: Citi
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Put
Strike price: 11.60 -
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 7/29/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -6.56
Leverage: Yes

Calculated values

Fair value: 2.85
Intrinsic value: 1.88
Implied volatility: -
Historic volatility: 0.21
Parity: 1.88
Time value: -0.40
Break-even: 10.12
Moneyness: 1.19
Premium: -0.04
Premium p.a.: -0.26
Spread abs.: 0.11
Spread %: 7.43%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.48
High: 1.48
Low: 1.48
Previous Close: 1.40
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+8.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.62 0.88
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   104.81%
Volatility 1Y:   -
Volatility 3Y:   -