Citi Put 75 CMC 17.12.2020/  DE000KA3K0D2  /

Frankfurt Zert./CITI
10/19/2020  5:42:10 PM Chg.0.000 Bid10/19/2020 Ask10/19/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 100,000
0.041
Ask Size: 100,000
JPMORGAN CHASE ... 75.00 - 12/17/2020 Put

Master data

WKN: KA3K0D
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 75.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -211.33
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.43
Parity: -1.16
Time value: 0.04
Break-even: 74.59
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.24
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.15
Theta: -0.03
Omega: -32.20
Rho: -0.02
 

Quote data

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

Performance

1 Week
  -50.00%
1 Month
  -98.36%
3 Months
  -99.41%
YTD
  -97.92%
1 Year
  -99.23%
3 Years     -
5 Years     -
1W High / 1W Low: 0.004 0.001
1M High / 1M Low: 0.120 0.001
6M High / 6M Low: 0.750 0.001
High (YTD): 3/18/2020 1.500
Low (YTD): 10/16/2020 0.001
52W High: 3/18/2020 1.500
52W Low: 10/16/2020 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   0.258
Avg. volume 6M:   0.000
Avg. price 1Y:   0.257
Avg. volume 1Y:   0.000
Volatility 1M:   1,246.27%
Volatility 6M:   550.89%
Volatility 1Y:   444.82%
Volatility 3Y:   -