Citi Put 90 CMC 17.12.2020/  DE000KA3K0G5  /

Frankfurt Zert./CITI
10/21/2020  7:40:22 PM Chg.+0.030 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.170EUR +21.43% 0.180
Bid Size: 30,000
0.190
Ask Size: 30,000
JPMORGAN CHASE ... 90.00 - 12/17/2020 Put

Master data

WKN: KA3K0G
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -47.14
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.51
Implied volatility: -
Historic volatility: 0.43
Parity: 0.51
Time value: -0.33
Break-even: 88.20
Moneyness: 1.06
Premium: -0.04
Premium p.a.: -0.23
Spread abs.: 0.01
Spread %: 5.56%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.160
High: 0.170
Low: 0.150
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -62.22%
3 Months
  -67.31%
YTD  
+41.67%
1 Year
  -32.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.500 0.140
6M High / 6M Low: 1.400 0.140
High (YTD): 3/18/2020 2.180
Low (YTD): 1/20/2020 0.080
52W High: 3/18/2020 2.180
52W Low: 1/20/2020 0.080
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.282
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   0.539
Avg. volume 1Y:   .635
Volatility 1M:   205.03%
Volatility 6M:   194.26%
Volatility 1Y:   230.27%
Volatility 3Y:   -