Citi Put 55 NEM 16.12.2021/  DE000KE34CL8  /

Frankfurt Zert./CITI
10/22/2021  7:37:44 PM Chg.-0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.130EUR -23.53% 0.150
Bid Size: 45,000
0.160
Ask Size: 45,000
Newmont Corp 55.00 USD 12/16/2021 Put

Master data

WKN: KE34CL
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Put
Strike price: 55.00 USD
Maturity: 12/16/2021
Issue date: 1/26/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -28.93
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.24
Parity: -0.19
Time value: 0.17
Break-even: 45.61
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 5.88%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.150
High: 0.150
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.78%
1 Month
  -58.06%
3 Months
  -43.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.360 0.160
6M High / 6M Low: 0.380 0.065
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   0.205
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.97%
Volatility 6M:   225.10%
Volatility 1Y:   -
Volatility 3Y:   -