Citi Put 75 SQU 16.12.2021/  DE000KE6HW47  /

Frankfurt Zert./CITI
10/18/2021  7:40:42 PM Chg.0.000 Bid10/18/2021 Ask10/18/2021 Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.080
Bid Size: 8,000
0.180
Ask Size: 8,000
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: -50.33
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -1.56
Time value: 0.18
Break-even: 73.20
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 1.96
Spread abs.: 0.10
Spread %: 55.56%
Delta: -0.22
Theta: -0.07
Omega: -11.31
Rho: -0.04
 

Quote data

Open: 0.083
High: 0.090
Low: 0.080
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -50.00%
3 Months
  -61.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.170 0.080
6M High / 6M Low: 0.370 0.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.56%
Volatility 6M:   167.08%
Volatility 1Y:   -
Volatility 3Y:   -