Citi Put 75 CMC 17.12.2020/  DE000KA3K0D2  /

Frankfurt Zert./CITI
10/30/2020  7:31:29 PM Chg.+0.018 Bid8:59:27 PM Ask8:59:27 PM Underlying Strike price Expiration date Option type
0.032EUR +128.57% -
Bid Size: -
-
Ask Size: -
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: -145.97
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.43
Parity: -0.82
Time value: 0.06
Break-even: 74.43
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 1.14
Spread abs.: 0.04
Spread %: 70.18%
Delta: -0.24
Theta: -0.04
Omega: -35.10
Rho: -0.03
 

Quote data

Open: 0.024
High: 0.032
Low: 0.014
Previous Close: 0.014
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3100.00%
1 Month
  -52.94%
3 Months
  -78.67%
YTD
  -33.33%
1 Year
  -70.91%
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.001
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.740 0.001
High (YTD): 3/18/2020 1.500
Low (YTD): 10/23/2020 0.001
52W High: 3/18/2020 1.500
52W Low: 10/23/2020 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.216
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   3,071.25%
Volatility 6M:   1,268.79%
Volatility 1Y:   920.10%
Volatility 3Y:   -