Citi Call 6 AF 16.09.2021/  DE000KE0D437  /

Frankfurt Zert./CITI
8/4/2021  7:38:42 PM Chg.0.000 Bid8/4/2021 Ask8/4/2021 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 2,500
0.210
Ask Size: 2,500
Air France-KLM 6.00 EUR 9/16/2021 Call

Master data

WKN: KE0D43
Issuer: Citi
Currency: EUR
Underlying: Air France-KLM
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 9/16/2021
Issue date: 11/17/2020
Last trading day: 9/15/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.42
Historic volatility: 0.51
Parity: -2.02
Time value: 0.21
Break-even: 6.21
Moneyness: 0.66
Premium: 0.56
Premium p.a.: 42.28
Spread abs.: 0.20
Spread %: 95.24%
Delta: 0.23
Theta: -0.01
Omega: 4.39
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.010
Low: 0.007
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
  -92.31%
YTD
  -98.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.023 0.010
6M High / 6M Low: 0.590 0.010
High (YTD): 2/26/2021 0.590
Low (YTD): 8/3/2021 0.010
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.02%
Volatility 6M:   316.05%
Volatility 1Y:   -
Volatility 3Y:   -