Citi Call 16 XCA 17.03.2022/  DE000KE5UNN4  /

Frankfurt Zert./CITI
12/23/2021  7:38:31 PM Chg.0.000 Bid12/23/2021 Ask12/23/2021 Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 16.00 - 3/17/2022 Call

Master data

WKN: KE5UNN
Issuer: Citi
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 16.00 -
Maturity: 3/17/2022
Issue date: 4/12/2021
Last trading day: 12/27/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 44.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.24
Parity: -3.14
Time value: 0.29
Break-even: 16.29
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 4.42
Spread abs.: 0.28
Spread %: 96.55%
Delta: 0.17
Theta: -0.01
Omega: 7.66
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.010
Low: 0.001
Previous Close: 0.010
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -83.33%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 0.100 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   478.53%
Volatility 1Y:   -
Volatility 3Y:   -