Citi Put 450 PPX 17.12.2020/  DE000KB5EA35  /

Frankfurt Zert./CITI
10/20/2020  10:57:25 AM Chg.0.000 Bid11:29:18 AM Ask11:29:18 AM Underlying Strike price Expiration date Option type
0.028EUR 0.00% 0.027
Bid Size: 50,000
0.037
Ask Size: 50,000
KERING S.A. INH. ... 450.00 - 12/17/2020 Put

Master data

WKN: KB5EA3
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 450.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -110.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.40
Parity: -1.36
Time value: 0.05
Break-even: 444.70
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 2.89
Spread abs.: 0.04
Spread %: 75.47%
Delta: -0.11
Theta: -0.25
Omega: -12.30
Rho: -0.11
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.028
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month
  -39.13%
3 Months
  -86.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.030 0.017
1M High / 1M Low: 0.070 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   387.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -