Citi Call 5 BSD2 16.12.2021/  DE000KA27L02  /

Frankfurt Zert./CITI
10/15/2021  7:36:06 PM Chg.0.000 Bid10/15/2021 Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 1,200
-
Ask Size: -
BCO SANTANDER N.EO0,... 5.00 EUR 12/16/2021 Call

Master data

WKN: KA27L0
Issuer: Citi
Currency: EUR
Underlying: BCO SANTANDER N.EO0,5
Type: Warrant
Option type: Call
Strike price: 5.00 EUR
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3,345.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.39
Parity: -1.65
Time value: 0.00
Break-even: 5.00
Moneyness: 0.67
Premium: 0.49
Premium p.a.: 10.08
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.01
Theta: 0.00
Omega: 17.74
Rho: 0.00
 

Quote data

Open: 0.002
High: 0.002
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD     0.00%
1 Year     0.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.010 0.001
High (YTD): 6/29/2021 0.010
Low (YTD): 10/15/2021 0.001
52W High: 6/29/2021 0.010
52W Low: 10/15/2021 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.002
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   1,856.00%
Volatility 1Y:   1,545.30%
Volatility 3Y:   -