Citi Put 130 CMC 17.12.2020/  DE000KA5RTZ5  /

Frankfurt Zert./CITI
10/27/2020  7:36:49 PM Chg.+0.080 Bid9:00:15 PM Ask9:00:15 PM Underlying Strike price Expiration date Option type
2.540EUR +3.25% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 130.00 - 12/17/2020 Put

Master data

WKN: KA5RTZ
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 130.00 -
Maturity: 12/17/2020
Issue date: 10/24/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.44
Leverage: Yes

Calculated values

Fair value: 5.44
Intrinsic value: 4.43
Implied volatility: -
Historic volatility: 0.43
Parity: 4.43
Time value: -1.94
Break-even: 105.10
Moneyness: 1.52
Premium: -0.23
Premium p.a.: -0.84
Spread abs.: 0.06
Spread %: 2.41%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.390
High: 2.570
Low: 2.380
Previous Close: 2.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.28%
1 Month
  -22.32%
3 Months
  -13.90%
YTD  
+225.64%
1 Year  
+90.98%
3 Years     -
5 Years     -
1W High / 1W Low: 2.480 2.200
1M High / 1M Low: 3.020 2.200
6M High / 6M Low: 4.340 2.050
High (YTD): 3/23/2020 4.920
Low (YTD): 2/19/2020 0.700
52W High: 3/23/2020 4.920
52W Low: 2/19/2020 0.700
Avg. price 1W:   2.374
Avg. volume 1W:   0.000
Avg. price 1M:   2.565
Avg. volume 1M:   0.000
Avg. price 6M:   2.956
Avg. volume 6M:   0.000
Avg. price 1Y:   2.396
Avg. volume 1Y:   0.000
Volatility 1M:   74.53%
Volatility 6M:   97.16%
Volatility 1Y:   129.85%
Volatility 3Y:   -