Citi Put 460 PPX 17.12.2020/  DE000KB5EA43  /

Frankfurt Zert./CITI
10/27/2020  7:34:47 PM Chg.+0.010 Bid7:49:14 PM Ask10/27/2020 Underlying Strike price Expiration date Option type
0.052EUR +23.81% 0.053
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 460.00 - 12/17/2020 Put

Master data

WKN: KB5EA4
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 460.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -64.64
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.39
Parity: -0.89
Time value: 0.09
Break-even: 451.50
Moneyness: 0.84
Premium: 0.18
Premium p.a.: 2.23
Spread abs.: 0.04
Spread %: 51.76%
Delta: -0.20
Theta: -0.37
Omega: -12.85
Rho: -0.16
 

Quote data

Open: 0.067
High: 0.079
Low: 0.050
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+136.36%
1 Month
  -42.22%
3 Months
  -82.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.022
1M High / 1M Low: 0.080 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
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:   461.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -