Citi Call 100 HNK1 17.06.2021/  DE000KA27AR1  /

Frankfurt Zert./CITI
1/22/2020  7:26:12 PM Chg.+0.040 Bid7:43:37 PM Ask7:43:37 PM Underlying Strike price Expiration date Option type
0.830EUR +5.06% -
Bid Size: -
-
Ask Size: -
HEINEKEN EO... 100.00 EUR 6/17/2021 Call

Master data

WKN: KA27AR
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 6/17/2021
Issue date: 8/15/2019
Last trading day: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.05
Implied volatility: 0.59
Historic volatility: 0.17
Parity: 0.05
Time value: 0.84
Break-even: 108.90
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 7.87%
Delta: 0.28
Theta: 0.00
Omega: 3.17
Rho: 0.27
 

Quote data

Open: 0.820
High: 0.830
Low: 0.790
Previous Close: 0.790
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -2.35%
1 Month  
+31.75%
3 Months  
+36.07%
YTD  
+36.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.980 0.790
1M High / 1M Low: 0.980 0.590
6M High / 6M Low: - -
High (YTD): 1/17/2020 0.980
Low (YTD): 1/3/2020 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.722
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -