Citi Call 14.5 XCA 17.03.2022/  DE000KE5UNK0  /

Frankfurt Zert./CITI
1/25/2022  7:25:23 PM Chg.+0.030 Bid7:32:32 PM Ask7:32:32 PM Underlying Strike price Expiration date Option type
0.120EUR +33.33% 0.130
Bid Size: 10,000
0.410
Ask Size: 10,000
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: 0.120
High: 0.140
Low: 0.100
Previous Close: 0.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month  
+300.00%
3 Months
  -57.14%
YTD  
+207.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.090
1M High / 1M Low: 0.300 0.030
6M High / 6M Low: 0.330 0.020
High (YTD): 1/13/2022 0.300
Low (YTD): 1/3/2022 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.154
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   546.08%
Volatility 6M:   338.26%
Volatility 1Y:   -
Volatility 3Y:   -