Citi Put 60 SQU 16.12.2021/  DE000KE6HW13  /

EUWAX
10/27/2021  9:08:08 AM Chg.-0.001 Bid10:59:00 AM Ask10:59:00 AM Underlying Strike price Expiration date Option type
0.014EUR -6.67% 0.015
Bid Size: 40,000
0.030
Ask Size: 40,000
VINCI S.A. INH. EO... 60.00 EUR 12/16/2021 Put

Master data

WKN: KE6HW1
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -83.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.30
Parity: -3.17
Time value: 0.11
Break-even: 58.90
Moneyness: 0.65
Premium: 0.36
Premium p.a.: 8.30
Spread abs.: 0.10
Spread %: 90.91%
Delta: -0.08
Theta: -0.05
Omega: -6.95
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -53.33%
3 Months
  -74.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.019 0.015
1M High / 1M Low: 0.045 0.015
6M High / 6M Low: 0.120 0.015
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.062
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.73%
Volatility 6M:   168.41%
Volatility 1Y:   -
Volatility 3Y:   -