Citi Call 13 XCA 17.03.2022/  DE000KE5UNG8  /

EUWAX
1/21/2022  9:07:32 AM Chg.-0.130 Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
0.770EUR -14.44% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 13.00 EUR 3/17/2022 Call

Master data

WKN: KE5UNG
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 13.98
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.28
Implied volatility: 0.63
Historic volatility: 0.24
Parity: 0.28
Time value: 0.67
Break-even: 13.95
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.39
Spread abs.: 0.28
Spread %: 29.47%
Delta: 0.45
Theta: 0.00
Omega: 6.27
Rho: 0.01
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.36%
1 Month  
+148.39%
3 Months
  -1.28%
YTD  
+126.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 0.770
1M High / 1M Low: 1.140 0.310
6M High / 6M Low: 1.140 0.190
High (YTD): 1/17/2022 1.140
Low (YTD): 1/3/2022 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.968
Avg. volume 1W:   0.000
Avg. price 1M:   0.716
Avg. volume 1M:   0.000
Avg. price 6M:   0.598
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.83%
Volatility 6M:   240.51%
Volatility 1Y:   -
Volatility 3Y:   -