Citi Put 85 ABBV 16.12.2021/  DE000KE33N16  /

EUWAX
10/25/2021  8:06:36 AM Chg.-0.011 Bid7:40:58 PM Ask7:40:58 PM Underlying Strike price Expiration date Option type
0.014EUR -44.00% 0.018
Bid Size: 100,000
0.048
Ask Size: 100,000
AbbVie Inc 85.00 USD 12/16/2021 Put

Master data

WKN: KE33N1
Issuer: Citi
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Put
Strike price: 85.00 USD
Maturity: 12/16/2021
Issue date: 1/26/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -180.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -2.07
Time value: 0.05
Break-even: 72.51
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 3.20
Spread abs.: 0.03
Spread %: 57.69%
Delta: -0.09
Theta: -0.03
Omega: -15.68
Rho: -0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -82.05%
3 Months
  -79.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.016
1M High / 1M Low: 0.090 0.016
6M High / 6M Low: 0.190 0.016
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   332.48%
Volatility 6M:   233.68%
Volatility 1Y:   -
Volatility 3Y:   -