Citi Put 85 SQU 16.12.2021/  DE000KE6HW62  /

Frankfurt Zert./CITI
10/22/2021  7:41:06 PM Chg.+0.010 Bid10/22/2021 Ask10/22/2021 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.160
Bid Size: 8,000
0.260
Ask Size: 8,000
VINCI S.A. INH. EO... 85.00 EUR 12/16/2021 Put

Master data

WKN: KE6HW6
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 85.00 EUR
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -34.91
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.30
Parity: -0.58
Time value: 0.26
Break-even: 82.40
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.82
Spread abs.: 0.10
Spread %: 38.46%
Delta: -0.63
Theta: -0.11
Omega: -22.11
Rho: -0.09
 

Quote data

Open: 0.160
High: 0.170
Low: 0.160
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -46.67%
3 Months
  -60.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.320 0.150
6M High / 6M Low: 0.630 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.97%
Volatility 6M:   174.71%
Volatility 1Y:   -
Volatility 3Y:   -