Citi Put 280 ADSK 18.03.2021/  DE000KB87EM6  /

Frankfurt Zert./CITI
3/1/2021  5:32:49 PM Chg.-0.270 Bid5:52:31 PM Ask5:52:31 PM Underlying Strike price Expiration date Option type
0.660EUR -29.03% 0.620
Bid Size: 35,000
0.640
Ask Size: 35,000
Autodesk 280.00 USD 3/18/2021 Put

Master data

WKN: KB87EM
Issuer: Citi
Currency: EUR
Underlying: Autodesk
Type: Warrant
Option type: Put
Strike price: 280.00 USD
Maturity: 3/18/2021
Issue date: 10/21/2020
Last trading day: 3/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.94
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.33
Implied volatility: 0.25
Historic volatility: 0.41
Parity: 0.33
Time value: 0.76
Break-even: 220.69
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.02
Spread abs.: 0.02
Spread %: 1.83%
Delta: -0.77
Theta: -0.39
Omega: -16.04
Rho: -0.09
 

Quote data

Open: 0.810
High: 0.850
Low: 0.660
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.92%
1 Month
  -51.82%
3 Months
  -68.42%
YTD
  -39.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.950 0.520
1M High / 1M Low: 1.370 0.480
6M High / 6M Low: - -
High (YTD): 1/29/2021 1.780
Low (YTD): 2/19/2021 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.738
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   383.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -