Citi Put 95 CMC 17.12.2020/  DE000KA3K0H3  /

Frankfurt Zert./CITI
10/21/2020  2:49:41 PM Chg.+0.030 Bid3:16:37 PM Ask3:16:37 PM Underlying Strike price Expiration date Option type
0.270EUR +12.50% 0.270
Bid Size: 40,000
0.290
Ask Size: 40,000
JPMORGAN CHASE ... 95.00 - 12/17/2020 Put

Master data

WKN: KA3K0H
Issuer: Citi
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Put
Strike price: 95.00 -
Maturity: 12/17/2020
Issue date: 8/23/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.26
Leverage: Yes

Calculated values

Fair value: 1.94
Intrinsic value: 1.01
Implied volatility: -
Historic volatility: 0.43
Parity: 1.01
Time value: -0.72
Break-even: 92.10
Moneyness: 1.12
Premium: -0.09
Premium p.a.: -0.44
Spread abs.: 0.01
Spread %: 3.45%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.260
High: 0.270
Low: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -58.46%
3 Months
  -57.14%
YTD  
+80.00%
1 Year
  -22.86%
3 Years     -
5 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.720 0.240
6M High / 6M Low: 1.670 0.240
High (YTD): 3/18/2020 2.440
Low (YTD): 1/20/2020 0.110
52W High: 3/18/2020 2.440
52W Low: 1/20/2020 0.110
Avg. price 1W:   0.258
Avg. volume 1W:   0.000
Avg. price 1M:   0.445
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   0.000
Avg. price 1Y:   0.676
Avg. volume 1Y:   0.000
Volatility 1M:   158.49%
Volatility 6M:   177.91%
Volatility 1Y:   213.81%
Volatility 3Y:   -