Citi Put 70 CMC 17.12.2020/  DE000KB5SAP3  /

Frankfurt Zert./CITI
10/28/2020  7:30:59 PM Chg.+0.002 Bid8:59:02 PM Ask8:59:02 PM Underlying Strike price Expiration date Option type
0.003EUR +200.00% -
Bid Size: -
-
Ask Size: -
JPMORGAN CHASE ... 70.00 - 12/17/2020 Put

Master data

WKN: KB5SAP
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 12/17/2020
Issue date: 7/15/2020
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -205.63
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.43
Parity: -1.43
Time value: 0.04
Break-even: 69.59
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 2.24
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.11
Theta: -0.03
Omega: -21.62
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.007
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -90.00%
3 Months
  -97.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.032 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:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   369.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -