Citi Put 120 CMC 17.12.2020/  DE000KA4EEM6  /

Frankfurt Zert./CITI
10/23/2020  7:33:02 PM Chg.-0.130 Bid9:58:42 PM Ask9:58:42 PM Underlying Strike price Expiration date Option type
1.420EUR -8.39% 1.420
Bid Size: 30,000
1.440
Ask Size: 30,000
JPMORGAN CHASE ... 120.00 - 12/17/2020 Put

Master data

WKN: KA4EEM
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 120.00 -
Maturity: 12/17/2020
Issue date: 9/16/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -6.02
Leverage: Yes

Calculated values

Fair value: 4.35
Intrinsic value: 3.33
Implied volatility: -
Historic volatility: 0.43
Parity: 3.33
Time value: -1.89
Break-even: 105.60
Moneyness: 1.38
Premium: -0.22
Premium p.a.: -0.81
Spread abs.: 0.02
Spread %: 1.39%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.480
High: 1.480
Low: 1.380
Previous Close: 1.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.69%
1 Month
  -38.79%
3 Months
  -30.39%
YTD  
+178.43%
1 Year  
+42.00%
3 Years     -
5 Years     -
1W High / 1W Low: 1.700 1.420
1M High / 1M Low: 2.440 1.420
6M High / 6M Low: 3.480 1.420
High (YTD): 3/18/2020 4.040
Low (YTD): 2/19/2020 0.430
52W High: 3/18/2020 4.040
52W Low: 2/19/2020 0.430
Avg. price 1W:   1.586
Avg. volume 1W:   0.000
Avg. price 1M:   1.828
Avg. volume 1M:   0.000
Avg. price 6M:   2.199
Avg. volume 6M:   0.000
Avg. price 1Y:   1.773
Avg. volume 1Y:   0.000
Volatility 1M:   87.74%
Volatility 6M:   118.13%
Volatility 1Y:   152.23%
Volatility 3Y:   -