Citi Put 500 PPX 17.12.2020/  DE000KB5EA84  /

Frankfurt Zert./CITI
10/23/2020  7:26:49 PM Chg.-0.010 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -
-
Ask Size: -
KERING S.A. INH. ... 500.00 - 12/17/2020 Put

Master data

WKN: KB5EA8
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 500.00 -
Maturity: 12/17/2020
Issue date: 7/9/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -42.77
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.39
Parity: -0.56
Time value: 0.13
Break-even: 487.00
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.27
Spread abs.: 0.05
Spread %: 38.46%
Delta: -0.36
Theta: -0.50
Omega: -15.27
Rho: -0.30
 

Quote data

Open: 0.100
High: 0.110
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.42%
1 Month
  -43.75%
3 Months
  -81.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.060
1M High / 1M Low: 0.150 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.081
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -