Citi Put 8.5 IBE1 16.12.2021/  DE000KE6HPS3  /

EUWAX
7/28/2021  9:13:45 AM Chg.- Bid8:34:11 AM Ask8:34:11 AM Underlying Strike price Expiration date Option type
0.100EUR - -
Bid Size: -
-
Ask Size: -
IBERDROLA INH. EO... 8.50 - 12/16/2021 Put

Master data

WKN: KE6HPS
Issuer: Citi
Currency: EUR
Underlying: IBERDROLA INH. EO -,75
Type: Warrant
Option type: Put
Strike price: 8.50 -
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 7/29/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -120.58
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.21
Parity: -1.15
Time value: 0.08
Break-even: 8.42
Moneyness: 0.88
Premium: 0.13
Premium p.a.: 1.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: -0.24
Theta: -0.01
Omega: -28.88
Rho: 0.00
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -16.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.190 0.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   176.75%
Volatility 1Y:   -
Volatility 3Y:   -