Citi Put 550 PPX 17.12.2020/  DE000KB8BSQ3  /

EUWAX
10/19/2020  9:01:29 AM Chg.- Bid5:29:34 PM Ask5:29:34 PM Underlying Strike price Expiration date Option type
0.170EUR - 0.170
Bid Size: 50,000
0.210
Ask Size: 50,000
KERING S.A. INH. ... 550.00 - 12/17/2020 Put

Master data

WKN: KB8BSQ
Issuer: Citi
Currency: EUR
Underlying: KERING S.A. INH. EO 4
Type: Warrant
Option type: Put
Strike price: 550.00 -
Maturity: 12/17/2020
Issue date: 9/25/2020
Last trading day: 12/16/2020
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: -27.90
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.40
Parity: -0.36
Time value: 0.21
Break-even: 529.00
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.79
Spread abs.: 0.04
Spread %: 19.05%
Delta: -0.63
Theta: -0.68
Omega: -17.67
Rho: -0.62
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.170
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -