Citi Call 12 XCA 17.03.2022/  DE000KE5UNF0  /

Frankfurt Zert./CITI
1/27/2022  1:58:44 PM Chg.+0.160 Bid2:55:36 PM Ask2:55:36 PM Underlying Strike price Expiration date Option type
1.680EUR +10.53% 1.680
Bid Size: 50,000
1.710
Ask Size: 50,000
CREDIT AGRICOLE INH.... 12.00 EUR 3/17/2022 Call

Master data

WKN: KE5UNF
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.53
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 0.82
Historic volatility: 0.24
Parity: 1.33
Time value: 0.44
Break-even: 13.77
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.28
Spread %: 15.82%
Delta: 0.60
Theta: -0.01
Omega: 4.50
Rho: 0.01
 

Quote data

Open: 1.550
High: 1.690
Low: 1.550
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+80.65%
3 Months  
+16.67%
YTD  
+84.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.620 1.170
1M High / 1M Low: 1.990 0.900
6M High / 6M Low: 1.990 0.550
High (YTD): 1/13/2022 1.990
Low (YTD): 1/3/2022 1.040
52W High: - -
52W Low: - -
Avg. price 1W:   1.414
Avg. volume 1W:   0.000
Avg. price 1M:   1.457
Avg. volume 1M:   0.000
Avg. price 6M:   1.133
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.87%
Volatility 6M:   162.09%
Volatility 1Y:   -
Volatility 3Y:   -