Citi Put 75 SQU 16.12.2021/  DE000KE6HW47  /

EUWAX
10/22/2021  9:04:13 AM Chg.-0.015 Bid11:19:14 AM Ask11:19:14 AM Underlying Strike price Expiration date Option type
0.048EUR -23.81% 0.054
Bid Size: 40,000
0.064
Ask Size: 40,000
VINCI S.A. INH. EO... 75.00 EUR 12/16/2021 Put

Master data

WKN: KE6HW4
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -60.84
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -1.63
Time value: 0.15
Break-even: 73.50
Moneyness: 0.82
Premium: 0.19
Premium p.a.: 2.25
Spread abs.: 0.10
Spread %: 66.67%
Delta: -0.20
Theta: -0.06
Omega: -11.89
Rho: -0.03
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.063
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -60.00%
3 Months
  -77.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.054
1M High / 1M Low: 0.150 0.054
6M High / 6M Low: 0.370 0.054
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.098
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.65%
Volatility 6M:   196.09%
Volatility 1Y:   -
Volatility 3Y:   -