Citi Call 15 XCA 17.03.2022/  DE000KE5UNL8  /

Frankfurt Zert./CITI
1/26/2022  6:38:35 PM Chg.+0.040 Bid7:13:08 PM Ask7:13:08 PM Underlying Strike price Expiration date Option type
0.090EUR +80.00% 0.090
Bid Size: 10,000
0.370
Ask Size: 10,000
CREDIT AGRICOLE INH.... 15.00 EUR 3/17/2022 Call

Master data

WKN: KE5UNL
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 3/16/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.24
Parity: -1.93
Time value: 0.33
Break-even: 15.33
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 2.20
Spread abs.: 0.28
Spread %: 84.85%
Delta: 0.21
Theta: -0.01
Omega: 8.39
Rho: 0.00
 

Quote data

Open: 0.070
High: 0.120
Low: 0.070
Previous Close: 0.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+800.00%
3 Months
  -47.06%
YTD  
+1185.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.030
1M High / 1M Low: 0.170 0.007
6M High / 6M Low: 0.220 0.007
High (YTD): 1/13/2022 0.170
Low (YTD): 1/3/2022 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   840.42%
Volatility 6M:   477.00%
Volatility 1Y:   -
Volatility 3Y:   -