Citi Put 125 CMC 17.12.2020/  DE000KA5RTY8  /

Frankfurt Zert./CITI
10/21/2020  3:22:34 PM Chg.+0.050 Bid3:43:46 PM Ask3:43:46 PM Underlying Strike price Expiration date Option type
2.040EUR +2.51% 2.050
Bid Size: 50,000
2.080
Ask Size: 50,000
JPMORGAN CHASE ... 125.00 - 12/17/2020 Put

Master data

WKN: KA5RTY
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 125.00 -
Maturity: 12/17/2020
Issue date: 10/24/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.02
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 4.01
Implied volatility: -
Historic volatility: 0.43
Parity: 4.01
Time value: -1.90
Break-even: 103.90
Moneyness: 1.47
Premium: -0.22
Premium p.a.: -0.80
Spread abs.: 0.03
Spread %: 1.42%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.040
High: 2.080
Low: 2.040
Previous Close: 1.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.49%
1 Month
  -24.72%
3 Months
  -14.64%
YTD  
+223.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.090 1.980
1M High / 1M Low: 2.850 1.980
6M High / 6M Low: 3.900 1.740
High (YTD): 3/23/2020 4.430
Low (YTD): 2/19/2020 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   2.024
Avg. volume 1W:   0.000
Avg. price 1M:   2.330
Avg. volume 1M:   0.000
Avg. price 6M:   2.612
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.90%
Volatility 6M:   106.50%
Volatility 1Y:   -
Volatility 3Y:   -