Citi Put 120 ABBV 16.12.2021/  DE000KE726M8  /

Frankfurt Zert./CITI
11/29/2021  7:30:15 PM Chg.-0.090 Bid9:59:08 PM Ask- Underlying Strike price Expiration date Option type
0.380EUR -19.15% 0.420
Bid Size: 30,000
-
Ask Size: -
AbbVie Inc 120.00 USD 12/16/2021 Put

Master data

WKN: KE726M
Issuer: Citi
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 12/16/2021
Issue date: 5/12/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -21.49
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.31
Implied volatility: -
Historic volatility: 0.18
Parity: 0.31
Time value: 0.17
Break-even: 101.46
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 2.08%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.470
High: 0.470
Low: 0.380
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.56%
1 Month
  -42.42%
3 Months
  -40.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.340
1M High / 1M Low: 0.660 0.340
6M High / 6M Low: 1.420 0.340
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.481
Avg. volume 1M:   0.000
Avg. price 6M:   0.929
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.52%
Volatility 6M:   143.17%
Volatility 1Y:   -
Volatility 3Y:   -