Citi Put 470 PPX 17.12.2020/  DE000KB5EA50  /

Frankfurt Zert./CITI
10/21/2020  2:55:06 PM Chg.+0.019 Bid3:32:46 PM Ask3:32:46 PM Underlying Strike price Expiration date Option type
0.049EUR +63.33% 0.048
Bid Size: 50,000
0.058
Ask Size: 50,000
KERING S.A. INH. ... 470.00 - 12/17/2020 Put

Master data

WKN: KB5EA5
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 470.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -80.68
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.40
Parity: -1.19
Time value: 0.07
Break-even: 462.70
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 2.47
Spread abs.: 0.04
Spread %: 53.42%
Delta: -0.15
Theta: -0.32
Omega: -12.18
Rho: -0.15
 

Quote data

Open: 0.050
High: 0.053
Low: 0.049
Previous Close: 0.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.75%
3 Months
  -79.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 0.030
1M High / 1M Low: 0.100 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -