Citi Call 13.5 XCA 17.03.2022/  DE000KE5UNH6  /

Frankfurt Zert./CITI
1/17/2022  12:05:21 PM Chg.-0.010 Bid12:27:21 PM Ask12:27:21 PM Underlying Strike price Expiration date Option type
0.730EUR -1.35% 0.740
Bid Size: 50,000
0.770
Ask Size: 50,000
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: 13.00
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.66
Historic volatility: 0.24
Parity: 0.28
Time value: 0.78
Break-even: 14.56
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.41
Spread abs.: 0.28
Spread %: 26.42%
Delta: 0.45
Theta: 0.00
Omega: 5.81
Rho: 0.01
 

Quote data

Open: 0.760
High: 0.760
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month  
+461.54%
3 Months  
+21.67%
YTD  
+284.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.790 0.580
1M High / 1M Low: 0.790 0.130
6M High / 6M Low: 0.790 0.130
High (YTD): 1/13/2022 0.790
Low (YTD): 1/3/2022 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.81%
Volatility 6M:   228.53%
Volatility 1Y:   -
Volatility 3Y:   -