Citi Call 15.5 XCA 17.03.2022/  DE000KE5UNM6  /

EUWAX
1/14/2022  9:06:22 AM Chg.0.000 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 15.50 EUR 3/17/2022 Call

Master data

WKN: KE5UNM
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.50 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 37.24
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.24
Parity: -1.72
Time value: 0.37
Break-even: 15.87
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 1.33
Spread abs.: 0.28
Spread %: 75.68%
Delta: 0.22
Theta: 0.00
Omega: 8.18
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+677.78%
3 Months
  -46.15%
YTD  
+6900.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.070 0.001
6M High / 6M Low: 0.150 0.001
High (YTD): 1/14/2022 0.070
Low (YTD): 1/4/2022 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,846.40%
Volatility 6M:   2,720.22%
Volatility 1Y:   -
Volatility 3Y:   -