Citi Call 13 XCA 17.03.2022/  DE000KE5UNG8  /

Frankfurt Zert./CITI
1/19/2022  12:16:14 PM Chg.-0.070 Bid1:02:42 PM Ask1:02:42 PM Underlying Strike price Expiration date Option type
0.920EUR -7.07% 0.960
Bid Size: 50,000
0.990
Ask Size: 50,000
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: 10.68
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.70
Historic volatility: 0.24
Parity: 0.67
Time value: 0.61
Break-even: 14.28
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.32
Spread abs.: 0.28
Spread %: 21.88%
Delta: 0.50
Theta: 0.00
Omega: 5.35
Rho: 0.01
 

Quote data

Open: 0.910
High: 0.940
Low: 0.880
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+300.00%
3 Months  
+19.48%
YTD  
+170.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 0.990
1M High / 1M Low: 1.140 0.230
6M High / 6M Low: 1.140 0.230
High (YTD): 1/13/2022 1.140
Low (YTD): 1/3/2022 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   0.582
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.12%
Volatility 6M:   205.28%
Volatility 1Y:   -
Volatility 3Y:   -