Citi Put 115 CRM 18.06.2020/  DE000CP40Z36  /

EUWAX
11/12/2019  8:05:42 AM Chg.-0.020 Bid10:05:03 AM Ask10:05:03 AM Underlying Strike price Expiration date Option type
0.150EUR -11.76% 0.160
Bid Size: 16,500
0.170
Ask Size: 16,500
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: -86.24
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.28
Parity: -4.24
Time value: 0.17
Break-even: 102.51
Moneyness: 0.71
Premium: 0.30
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.22
Theta: -0.05
Omega: -19.05
Rho: -0.20
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -31.82%
1 Month
  -50.00%
3 Months
  -71.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.170
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: 0.640 0.170
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.86%
Volatility 6M:   172.16%
Volatility 1Y:   -
Volatility 3Y:   -