Citi Put 480 PPX 17.12.2020/  DE000KB5EA68  /

Frankfurt Zert./CITI
10/23/2020  7:39:33 PM Chg.-0.013 Bid7:49:01 PM Ask10/23/2020 Underlying Strike price Expiration date Option type
0.053EUR -19.70% 0.053
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 480.00 - 12/17/2020 Put

Master data

WKN: KB5EA6
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 480.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -59.78
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.40
Parity: -0.76
Time value: 0.09
Break-even: 470.70
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 1.62
Spread abs.: 0.04
Spread %: 45.16%
Delta: -0.25
Theta: -0.40
Omega: -15.03
Rho: -0.22
 

Quote data

Open: 0.061
High: 0.069
Low: 0.053
Previous Close: 0.066
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.19%
1 Month
  -55.83%
3 Months
  -86.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.066 0.040
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -