Citi Put 520 PPX 17.12.2020/  DE000KB8BSM2  /

Frankfurt Zert./CITI
12/1/2020  7:29:26 PM Chg.0.000 Bid12/1/2020 Ask12/1/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 2,500
-
Ask Size: -
KERING S.A. INH. ... 520.00 - 12/17/2020 Put

Master data

WKN: KB8BSM
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 520.00 -
Maturity: 12/17/2020
Issue date: 9/25/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -147.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.40
Parity: -0.85
Time value: 0.04
Break-even: 515.90
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 21.97
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.12
Theta: -0.53
Omega: -17.29
Rho: -0.03
 

Quote data

Open: 0.006
High: 0.007
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -99.66%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.230 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,904.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -