Citi Put 450 PPX 17.12.2020/  DE000KB5EA35  /

Frankfurt Zert./CITI
10/27/2020  7:39:20 PM Chg.+0.008 Bid7:49:14 PM Ask10/27/2020 Underlying Strike price Expiration date Option type
0.040EUR +25.00% 0.041
Bid Size: 2,500
-
Ask Size: -
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: -74.24
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.39
Parity: -0.99
Time value: 0.07
Break-even: 442.60
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 2.57
Spread abs.: 0.04
Spread %: 59.46%
Delta: -0.17
Theta: -0.34
Omega: -12.55
Rho: -0.14
 

Quote data

Open: 0.053
High: 0.064
Low: 0.040
Previous Close: 0.032
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+166.67%
1 Month
  -42.86%
3 Months
  -85.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.034 0.015
1M High / 1M Low: 0.070 0.015
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   581.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -