Citi Put 470 PPX 17.12.2020/  DE000KB5EA50  /

Frankfurt Zert./CITI
10/23/2020  7:29:38 PM Chg.-0.015 Bid7:49:01 PM Ask10/23/2020 Underlying Strike price Expiration date Option type
0.040EUR -27.27% 0.040
Bid Size: 2,500
-
Ask Size: -
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: -76.55
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.40
Parity: -1.04
Time value: 0.08
Break-even: 462.50
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 2.25
Spread abs.: 0.04
Spread %: 53.33%
Delta: -0.17
Theta: -0.33
Omega: -13.06
Rho: -0.16
 

Quote data

Open: 0.050
High: 0.058
Low: 0.040
Previous Close: 0.055
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month
  -50.00%
3 Months
  -87.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.055 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:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   333.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -