Citi Call 14.5 XCA 17.03.2022/  DE000KE5UNK0  /

EUWAX
1/14/2022  9:06:21 AM Chg.0.000 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 14.50 EUR 3/17/2022 Call

Master data

WKN: KE5UNK
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 14.50 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 23.76
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.24
Parity: -0.72
Time value: 0.58
Break-even: 15.08
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.72
Spread abs.: 0.28
Spread %: 48.28%
Delta: 0.31
Theta: 0.00
Omega: 7.38
Rho: 0.01
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+300.00%
3 Months
  -7.14%
YTD  
+584.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.200
1M High / 1M Low: 0.260 0.022
6M High / 6M Low: 0.350 0.022
High (YTD): 1/14/2022 0.260
Low (YTD): 1/3/2022 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   563.53%
Volatility 6M:   436.28%
Volatility 1Y:   -
Volatility 3Y:   -