Citi Put 125 CRM 18.06.2020/  DE000CP40Z51  /

EUWAX
11/13/2019  4:38:33 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.270
Bid Size: 24,750
0.280
Ask Size: 24,750
Salesforce.com Inc 125.00 USD 6/18/2020 Put

Master data

WKN: CP40Z5
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Put
Strike price: 125.00 USD
Maturity: 6/18/2020
Issue date: 1/3/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.82
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.00
Implied volatility: 0.05
Historic volatility: 0.28
Parity: -3.44
Time value: 0.28
Break-even: 110.71
Moneyness: 0.77
Premium: 0.25
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 3.57%
Delta: -0.55
Theta: -0.11
Omega: -29.17
Rho: -0.50
 

Quote data

Open: 0.270
High: 0.270
Low: 0.250
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -47.92%
3 Months
  -64.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.570 0.250
6M High / 6M Low: 0.900 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.395
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.89%
Volatility 6M:   157.07%
Volatility 1Y:   -
Volatility 3Y:   -