Citi Put 65 CMC 17.12.2020/  DE000KB5SAN8  /

Frankfurt Zert./CITI
10/22/2020  7:26:58 PM Chg.0.000 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 30,000
0.041
Ask Size: 30,000
JPMORGAN CHASE ... 65.00 - 12/17/2020 Put

Master data

WKN: KB5SAN
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 65.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -204.50
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.43
Parity: -1.88
Time value: 0.04
Break-even: 64.59
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 2.85
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.08
Theta: -0.02
Omega: -16.38
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -92.86%
3 Months
  -98.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.020 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   712.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -