Citi Put 95 SQU 16.12.2021/  DE000KE6HW88  /

Frankfurt Zert./CITI
10/20/2021  4:45:11 PM Chg.-0.060 Bid5:45:51 PM Ask5:45:51 PM Underlying Strike price Expiration date Option type
0.600EUR -9.09% 0.600
Bid Size: 8,000
0.700
Ask Size: 8,000
VINCI S.A. INH. EO... 95.00 EUR 12/16/2021 Put

Master data

WKN: KE6HW8
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 95.00 EUR
Maturity: 12/16/2021
Issue date: 4/15/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -12.09
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 0.43
Implied volatility: -
Historic volatility: 0.30
Parity: 0.43
Time value: 0.32
Break-even: 87.50
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 13.33%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.550
High: 0.630
Low: 0.550
Previous Close: 0.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.05%
1 Month
  -42.86%
3 Months
  -48.72%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.660
1M High / 1M Low: 1.050 0.610
6M High / 6M Low: 1.320 0.590
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.730
Avg. volume 1W:   0.000
Avg. price 1M:   0.773
Avg. volume 1M:   0.000
Avg. price 6M:   0.863
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.79%
Volatility 6M:   134.45%
Volatility 1Y:   -
Volatility 3Y:   -