Citi Put 510 PPX 17.12.2020/  DE000KB8BSL4  /

EUWAX
10/27/2020  9:11:12 AM Chg.+0.020 Bid12:37:32 PM Ask12:37:32 PM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.170
Bid Size: 50,000
0.180
Ask Size: 50,000
KERING S.A. INH. ... 510.00 - 12/17/2020 Put

Master data

WKN: KB8BSL
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 510.00 -
Maturity: 12/17/2020
Issue date: 9/25/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -30.52
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.39
Parity: -0.39
Time value: 0.18
Break-even: 492.00
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 1.04
Spread abs.: 0.05
Spread %: 27.78%
Delta: -0.49
Theta: -0.60
Omega: -14.90
Rho: -0.40
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.090
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -