Citi Call 100 HNK1 16.12.2021/  DE000KA27AW1  /

Frankfurt Zert./CITI
1/27/2020  3:45:38 PM Chg.-0.100 Bid3:56:55 PM Ask3:56:55 PM Underlying Strike price Expiration date Option type
0.840EUR -10.64% 0.840
Bid Size: 50,000
0.850
Ask Size: 50,000
HEINEKEN EO... 100.00 EUR 12/16/2021 Call

Master data

WKN: KA27AW
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.05
Implied volatility: 0.61
Historic volatility: 0.17
Parity: 0.05
Time value: 0.96
Break-even: 110.10
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 6.93%
Delta: 0.28
Theta: 0.00
Omega: 2.79
Rho: 0.34
 

Quote data

Open: 0.860
High: 0.870
Low: 0.840
Previous Close: 0.940
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+12.00%
3 Months  
+31.25%
YTD  
+13.51%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.930
1M High / 1M Low: 1.120 0.720
6M High / 6M Low: - -
High (YTD): 1/17/2020 1.120
Low (YTD): 1/3/2020 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   0.874
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -