Citi Call 27 7HP 15.12.2022/  DE000KG86168  /

EUWAX
12/5/2022  8:28:51 AM Chg.-0.24 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
2.52EUR -8.70% -
Bid Size: -
-
Ask Size: -
HP INC DL... 27.00 - 12/15/2022 Call

Master data

WKN: KG8616
Issuer: Citi
Currency: EUR
Underlying: HP INC DL -,01
Type: Warrant
Option type: Call
Strike price: 27.00 -
Maturity: 12/15/2022
Issue date: 9/27/2022
Last trading day: 12/14/2022
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.94
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 1.11
Implied volatility: 0.64
Historic volatility: 0.39
Parity: 1.11
Time value: 1.46
Break-even: 29.57
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 5.33
Spread abs.: -0.01
Spread %: -0.39%
Delta: 0.80
Theta: -0.12
Omega: 8.73
Rho: 0.01
 

Quote data

Open: 2.52
High: 2.52
Low: 2.52
Previous Close: 2.76
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.80%
1 Month  
+62.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.08 2.03
1M High / 1M Low: 4.00 2.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.89
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -