Citi Put 80 4AB 16.12.2021/  DE000KE33N08  /

EUWAX
8/9/2021  8:05:09 AM Chg.- Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.044EUR - -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 80.00 - 12/16/2021 Put

Master data

WKN: KE33N0
Issuer: Citi
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 12/16/2021
Issue date: 1/26/2021
Last trading day: 8/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -124.62
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -1.35
Time value: 0.08
Break-even: 79.25
Moneyness: 0.86
Premium: 0.15
Premium p.a.: 1.75
Spread abs.: 0.03
Spread %: 40.00%
Delta: -0.17
Theta: -0.05
Omega: -21.26
Rho: -0.02
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.043
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -10.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.130 0.043
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.072
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   174.23%
Volatility 1Y:   -
Volatility 3Y:   -