Citi Call 4 AF 16.09.2021/  DE000KE0D411  /

Frankfurt Zert./CITI
7/23/2021  7:30:49 PM Chg.0.000 Bid7/23/2021 Ask- Underlying Strike price Expiration date Option type
0.170EUR 0.00% 0.170
Bid Size: 2,500
-
Ask Size: -
Air France-KLM 4.00 EUR 9/16/2021 Call

Master data

WKN: KE0D41
Issuer: Citi
Currency: EUR
Underlying: Air France-KLM
Type: Warrant
Option type: Call
Strike price: 4.00 EUR
Maturity: 9/16/2021
Issue date: 11/17/2020
Last trading day: 9/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.78
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.52
Parity: -0.08
Time value: 0.18
Break-even: 4.18
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.36
Theta: 0.00
Omega: 7.75
Rho: 0.00
 

Quote data

Open: 0.200
High: 0.200
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -62.22%
3 Months
  -80.00%
YTD
  -88.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.190 0.140
1M High / 1M Low: 0.450 0.110
6M High / 6M Low: 1.710 0.110
High (YTD): 2/26/2021 1.710
Low (YTD): 7/15/2021 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.920
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   338.99%
Volatility 6M:   174.84%
Volatility 1Y:   -
Volatility 3Y:   -