Citi Call 54 KO 16.12.2021/  DE000KB5R0K6  /

Frankfurt Zert./CITI
10/22/2021  12:10:18 PM Chg.-0.010 Bid10/22/2021 Ask10/22/2021 Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.120
Bid Size: 60,000
0.150
Ask Size: 60,000
Coca-Cola Co 54.00 USD 12/16/2021 Call

Master data

WKN: KB5R0K
Issuer: Citi
Currency: EUR
Underlying: Coca-Cola Co
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 12/16/2021
Issue date: 7/15/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.03
Implied volatility: 0.40
Historic volatility: 0.14
Parity: 0.03
Time value: 0.12
Break-even: 47.95
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.34
Theta: 0.00
Omega: 10.48
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -33.33%
3 Months
  -62.50%
YTD
  -66.67%
1 Year
  -55.56%
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.110
1M High / 1M Low: 0.180 0.090
6M High / 6M Low: 0.370 0.090
High (YTD): 7/27/2021 0.370
Low (YTD): 9/28/2021 0.090
52W High: 7/27/2021 0.370
52W Low: 9/28/2021 0.090
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.242
Avg. volume 1Y:   0.000
Volatility 1M:   257.18%
Volatility 6M:   153.47%
Volatility 1Y:   152.86%
Volatility 3Y:   -