Citi Put 135 CRM 18.06.2020/  DE000CP40Z77  /

EUWAX
11/15/2019  4:38:14 PM Chg.-0.010 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.380
Bid Size: 24,750
0.390
Ask Size: 24,750
Salesforce.com Inc 135.00 USD 6/18/2020 Put

Master data

WKN: CP40Z7
Issuer: Citi
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Put
Strike price: 135.00 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: -35.12
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.28
Parity: -2.54
Time value: 0.42
Break-even: 117.92
Moneyness: 0.83
Premium: 0.20
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 2.38%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.390
High: 0.410
Low: 0.390
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.89%
1 Month
  -52.33%
3 Months
  -60.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.860 0.400
6M High / 6M Low: 1.210 0.400
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.568
Avg. volume 1M:   0.000
Avg. price 6M:   0.802
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.52%
Volatility 6M:   143.00%
Volatility 1Y:   -
Volatility 3Y:   -