Citi Call 14.5 XCA 17.03.2022/  DE000KE5UNK0  /

EUWAX
1/25/2022  9:07:06 AM Chg.-0.030 Bid2:45:26 PM Ask2:45:26 PM Underlying Strike price Expiration date Option type
0.110EUR -21.43% 0.120
Bid Size: 50,000
0.150
Ask Size: 50,000
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: 32.98
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.24
Parity: -1.64
Time value: 0.39
Break-even: 14.89
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 1.85
Spread abs.: 0.28
Spread %: 71.79%
Delta: 0.24
Theta: -0.01
Omega: 7.93
Rho: 0.00
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -56.00%
1 Month  
+150.00%
3 Months
  -62.07%
YTD  
+189.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.140
1M High / 1M Low: 0.310 0.038
6M High / 6M Low: 0.350 0.022
High (YTD): 1/17/2022 0.310
Low (YTD): 1/3/2022 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.204
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   440.29%
Volatility 6M:   435.55%
Volatility 1Y:   -
Volatility 3Y:   -