Citi Put 110 CMC 17.12.2020/  DE000KA3K0L5  /

Frankfurt Zert./CITI
10/20/2020  7:32:00 PM Chg.-0.080 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.900EUR -8.16% 0.970
Bid Size: 30,000
0.980
Ask Size: 30,000
JPMORGAN CHASE ... 110.00 - 12/17/2020 Put

Master data

WKN: KA3K0L
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 110.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -8.23
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 2.52
Implied volatility: -
Historic volatility: 0.43
Parity: 2.52
Time value: -1.49
Break-even: 99.70
Moneyness: 1.30
Premium: -0.18
Premium p.a.: -0.70
Spread abs.: 0.02
Spread %: 1.94%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.990
High: 0.990
Low: 0.900
Previous Close: 0.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month
  -27.42%
3 Months
  -38.78%
YTD  
+181.25%
1 Year  
+21.62%
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.890
1M High / 1M Low: 1.660 0.890
6M High / 6M Low: 2.690 0.890
High (YTD): 3/18/2020 3.350
Low (YTD): 2/19/2020 0.260
52W High: 3/18/2020 3.350
52W Low: 2/19/2020 0.260
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.566
Avg. volume 6M:   0.000
Avg. price 1Y:   1.253
Avg. volume 1Y:   0.000
Volatility 1M:   104.56%
Volatility 6M:   140.19%
Volatility 1Y:   174.42%
Volatility 3Y:   -