Citi Put 115 CRM 18.06.2020/  DE000CP40Z36  /

EUWAX
11/20/2019  8:06:01 AM Chg.0.000 Bid2:36:37 PM Ask2:36:37 PM Underlying Strike price Expiration date Option type
0.140EUR 0.00% 0.140
Bid Size: 33,000
0.150
Ask Size: 33,000
Salesforce.com Inc 115.00 USD 6/18/2020 Put

Master data

WKN: CP40Z3
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Put
Strike price: 115.00 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: -98.67
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.27
Parity: -4.42
Time value: 0.15
Break-even: 102.31
Moneyness: 0.70
Premium: 0.31
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 6.67%
Delta: -0.17
Theta: -0.04
Omega: -17.16
Rho: -0.16
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -61.11%
3 Months
  -70.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.140
1M High / 1M Low: 0.340 0.140
6M High / 6M Low: 0.640 0.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.364
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.12%
Volatility 6M:   172.05%
Volatility 1Y:   -
Volatility 3Y:   -