Citi Put 85 CMC 17.12.2020/  DE000KA3K0F7  /

Frankfurt Zert./CITI
11/24/2020  1:57:30 PM Chg.0.000 Bid11/24/2020 Ask11/24/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 40,000
0.041
Ask Size: 40,000
JPMORGAN CHASE ... 85.00 - 12/17/2020 Put

Master data

WKN: KA3K0F
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 85.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -242.76
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.45
Parity: -1.45
Time value: 0.04
Break-even: 84.59
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 8.21
Spread abs.: 0.04
Spread %: 97.56%
Delta: -0.09
Theta: -0.05
Omega: -21.75
Rho: -0.01
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -97.92%
3 Months
  -99.60%
YTD
  -98.85%
1 Year
  -99.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.170 0.001
6M High / 6M Low: 0.850 0.001
High (YTD): 3/18/2020 1.950
Low (YTD): 11/23/2020 0.001
52W High: 3/18/2020 1.950
52W Low: 11/23/2020 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.414
Avg. volume 1Y:   8.167
Volatility 1M:   656.83%
Volatility 6M:   341.73%
Volatility 1Y:   312.38%
Volatility 3Y:   -