Citi Put 12 XCA 17.03.2022/  DE000KF2HXH8  /

Frankfurt Zert./CITI
1/18/2022  7:41:06 PM Chg.+0.010 Bid1/18/2022 Ask1/18/2022 Underlying Strike price Expiration date Option type
0.130EUR +8.33% 0.130
Bid Size: 10,000
0.410
Ask Size: 10,000
CREDIT AGRICOLE INH.... 12.00 EUR 3/17/2022 Put

Master data

WKN: KF2HXH
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 3/17/2022
Issue date: 10/5/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -35.20
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -1.73
Time value: 0.39
Break-even: 11.61
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 1.47
Spread abs.: 0.28
Spread %: 71.79%
Delta: -0.33
Theta: -0.01
Omega: -11.73
Rho: -0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.130
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -79.69%
3 Months
  -77.97%
YTD
  -64.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.710 0.090
6M High / 6M Low: - -
High (YTD): 1/3/2022 0.300
Low (YTD): 1/13/2022 0.090
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.291
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -