Citi Put 78 GXI 14.12.2020/  DE000KB4QYY2  /

EUWAX
11/24/2020  6:14:56 PM Chg.0.000 Bid6:14:56 PM Ask6:14:56 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 3,700
0.041
Ask Size: 3,700
GERRESHEIMER AG 78.00 - 12/14/2020 Put

Master data

WKN: KB4QYY
Issuer: Citi
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Put
Strike price: 78.00 -
Maturity: 12/14/2020
Issue date: 6/23/2020
Last trading day: 12/11/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -240.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.32
Parity: -2.04
Time value: 0.04
Break-even: 77.59
Moneyness: 0.79
Premium: 0.21
Premium p.a.: 32.15
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.06
Theta: -0.05
Omega: -15.50
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -99.23%
3 Months
  -98.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.160 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:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   428.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -