Citi Call 150 4AB 16.12.2021/  DE000KE1H7G9  /

EUWAX
8/9/2021  8:23:37 AM Chg.- Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.003EUR - -
Bid Size: -
-
Ask Size: -
ABBVIE INC. D... 150.00 - 12/16/2021 Call

Master data

WKN: KE1H7G
Issuer: Citi
Currency: EUR
Underlying: ABBVIE INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 12/16/2021
Issue date: 12/11/2020
Last trading day: 8/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 298.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.19
Parity: -5.76
Time value: 0.03
Break-even: 150.31
Moneyness: 0.62
Premium: 0.63
Premium p.a.: 21.58
Spread abs.: 0.03
Spread %: 96.77%
Delta: 0.03
Theta: -0.01
Omega: 9.76
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.005
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -84.21%
YTD
  -95.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.090 0.003
High (YTD): 1/21/2021 0.180
Low (YTD): 8/9/2021 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   446.95%
Volatility 1Y:   -
Volatility 3Y:   -