Citi Put 60 NEM 16.12.2021/  DE000KE34CM6  /

Frankfurt Zert./CITI
10/19/2021  7:33:27 PM Chg.+0.010 Bid9:58:50 PM Ask9:58:50 PM Underlying Strike price Expiration date Option type
0.440EUR +2.33% 0.420
Bid Size: 45,000
0.430
Ask Size: 45,000
Newmont Corp 60.00 USD 12/16/2021 Put

Master data

WKN: KE34CM
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Put
Strike price: 60.00 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: -11.03
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.31
Implied volatility: -
Historic volatility: 0.24
Parity: 0.31
Time value: 0.13
Break-even: 47.26
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 2.27%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.420
High: 0.440
Low: 0.390
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.81%
1 Month
  -24.14%
3 Months  
+2.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.400
1M High / 1M Low: 0.670 0.400
6M High / 6M Low: 0.670 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.581
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.07%
Volatility 6M:   170.27%
Volatility 1Y:   -
Volatility 3Y:   -