Citi Put 490 PPX 17.12.2020/  DE000KB5EA76  /

Frankfurt Zert./CITI
10/28/2020  7:41:01 PM Chg.+0.070 Bid7:55:16 PM Ask10/28/2020 Underlying Strike price Expiration date Option type
0.170EUR +70.00% 0.170
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 490.00 - 12/17/2020 Put

Master data

WKN: KB5EA7
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 490.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -38.97
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.39
Parity: -0.56
Time value: 0.14
Break-even: 476.00
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 1.40
Spread abs.: 0.03
Spread %: 21.43%
Delta: -0.35
Theta: -0.51
Omega: -13.71
Rho: -0.28
 

Quote data

Open: 0.150
High: 0.210
Low: 0.150
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+183.33%
1 Month  
+41.67%
3 Months
  -63.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.060
1M High / 1M Low: 0.130 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -