Citi Put 90 CMC 17.12.2020/  DE000KA3K0G5  /

Frankfurt Zert./CITI
10/19/2020  7:28:35 PM Chg.+0.020 Bid8:00:57 AM Ask8:00:57 AM Underlying Strike price Expiration date Option type
0.160EUR +14.29% 0.170
Bid Size: 10,000
0.190
Ask Size: 10,000
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: -44.63
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.52
Implied volatility: -
Historic volatility: 0.43
Parity: 0.52
Time value: -0.33
Break-even: 88.10
Moneyness: 1.06
Premium: -0.04
Premium p.a.: -0.22
Spread abs.: 0.01
Spread %: 5.26%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.130
High: 0.160
Low: 0.130
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -50.00%
3 Months
  -68.63%
YTD  
+33.33%
1 Year
  -44.83%
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:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.302
Avg. volume 1M:   0.000
Avg. price 6M:   0.617
Avg. volume 6M:   0.000
Avg. price 1Y:   0.541
Avg. volume 1Y:   .637
Volatility 1M:   187.07%
Volatility 6M:   192.16%
Volatility 1Y:   229.59%
Volatility 3Y:   -