Citi Put 510 PPX 17.12.2020/  DE000KB8BSL4  /

Frankfurt Zert./CITI
10/23/2020  7:28:51 PM Chg.-0.010 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 2,500
-
Ask Size: -
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: -37.07
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.40
Parity: -0.46
Time value: 0.15
Break-even: 495.00
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 1.02
Spread abs.: 0.04
Spread %: 26.67%
Delta: -0.46
Theta: -0.56
Omega: -17.07
Rho: -0.40
 

Quote data

Open: 0.110
High: 0.130
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+37.50%
1 Month
  -38.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -