Citi Put 115 CMC 17.12.2020/  DE000KA4EEL8  /

Frankfurt Zert./CITI
10/21/2020  12:00:02 PM Chg.+0.060 Bid12:25:22 PM Ask12:25:22 PM Underlying Strike price Expiration date Option type
1.280EUR +4.92% 1.280
Bid Size: 40,000
1.320
Ask Size: 40,000
JPMORGAN CHASE ... 115.00 - 12/17/2020 Put

Master data

WKN: KA4EEL
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 115.00 -
Maturity: 12/17/2020
Issue date: 9/16/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.43
Leverage: Yes

Calculated values

Fair value: 4.03
Intrinsic value: 3.01
Implied volatility: -
Historic volatility: 0.43
Parity: 3.01
Time value: -1.69
Break-even: 101.80
Moneyness: 1.36
Premium: -0.20
Premium p.a.: -0.76
Spread abs.: 0.02
Spread %: 1.52%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.280
High: 1.300
Low: 1.280
Previous Close: 1.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -23.35%
YTD  
+220.00%
1 Year  
+52.38%
3 Years     -
5 Years     -
1W High / 1W Low: 1.320 1.210
1M High / 1M Low: 2.030 1.210
6M High / 6M Low: 3.080 1.200
High (YTD): 3/18/2020 3.700
Low (YTD): 2/19/2020 0.340
52W High: 3/18/2020 3.700
52W Low: 2/19/2020 0.340
Avg. price 1W:   1.258
Avg. volume 1W:   0.000
Avg. price 1M:   1.560
Avg. volume 1M:   0.000
Avg. price 6M:   1.881
Avg. volume 6M:   0.000
Avg. price 1Y:   1.494
Avg. volume 1Y:   4.182
Volatility 1M:   91.36%
Volatility 6M:   128.98%
Volatility 1Y:   163.13%
Volatility 3Y:   -