Citi Call 115 SQU 16.12.2021/  DE000KE1TRE5  /

EUWAX
10/13/2021  9:05:56 AM Chg.- Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
0.001EUR - -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 115.00 - 12/16/2021 Call

Master data

WKN: KE1TRE
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 12/16/2021
Issue date: 12/17/2020
Last trading day: 10/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 91.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.30
Parity: -2.34
Time value: 0.10
Break-even: 116.00
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 4.78
Spread abs.: 0.10
Spread %: 99.00%
Delta: 0.11
Theta: -0.03
Omega: 10.08
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -80.00%
3 Months
  -95.45%
YTD
  -99.23%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.005 0.001
6M High / 6M Low: 0.200 0.001
High (YTD): 3/16/2021 0.250
Low (YTD): 10/13/2021 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   390.30%
Volatility 6M:   414.16%
Volatility 1Y:   -
Volatility 3Y:   -