Citi Put 120 ABBV 16.12.2021/  DE000KE726M8  /

Frankfurt Zert./CITI
10/20/2021  7:36:21 PM Chg.-0.080 Bid9:22:03 PM Ask9:22:03 PM Underlying Strike price Expiration date Option type
1.040EUR -7.14% 1.060
Bid Size: 100,000
1.080
Ask Size: 100,000
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: -7.96
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.08
Implied volatility: -
Historic volatility: 0.19
Parity: 1.08
Time value: 0.08
Break-even: 91.57
Moneyness: 1.12
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.72%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.140
High: 1.140
Low: 1.020
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -26.76%
3 Months  
+15.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.160 1.020
1M High / 1M Low: 1.420 0.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.094
Avg. volume 1W:   0.000
Avg. price 1M:   1.177
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -