Citi Call 13.5 XCA 17.03.2022/  DE000KE5UNH6  /

EUWAX
1/28/2022  9:08:15 AM Chg.-0.100 Bid9:56:39 PM Ask9:56:39 PM Underlying Strike price Expiration date Option type
0.490EUR -16.95% 0.500
Bid Size: 10,000
0.780
Ask Size: 10,000
CREDIT AGRICOLE INH.... 13.50 EUR 3/17/2022 Call

Master data

WKN: KE5UNH
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.24
Parity: -0.10
Time value: 0.78
Break-even: 14.28
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.62
Spread abs.: 0.28
Spread %: 35.90%
Delta: 0.40
Theta: -0.01
Omega: 6.94
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month  
+145.00%
3 Months
  -14.04%
YTD  
+172.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.380
1M High / 1M Low: 0.800 0.180
6M High / 6M Low: 0.800 0.110
High (YTD): 1/17/2022 0.800
Low (YTD): 1/3/2022 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   280.77%
Volatility 6M:   279.18%
Volatility 1Y:   -
Volatility 3Y:   -