Citi Put 550 PPX 17.12.2020/  DE000KB8BSQ3  /

Frankfurt Zert./CITI
10/23/2020  7:35:18 PM Chg.0.000 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
0.240EUR 0.00% 0.240
Bid Size: 2,500
-
Ask Size: -
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: -23.92
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.09
Historic volatility: 0.40
Parity: -0.24
Time value: 0.24
Break-even: 526.00
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.71
Spread abs.: 0.04
Spread %: 16.67%
Delta: -0.85
Theta: -0.80
Omega: -20.37
Rho: -0.77
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+41.18%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.170
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
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:   -