Citi Call 66 NEM 16.12.2021/  DE000KE1HVR4  /

EUWAX
10/18/2021  8:19:50 AM Chg.-0.015 Bid11:46:36 AM Ask11:46:36 AM Underlying Strike price Expiration date Option type
0.025EUR -37.50% 0.025
Bid Size: 37,500
0.045
Ask Size: 37,500
Newmont Corp 66.00 USD 12/16/2021 Call

Master data

WKN: KE1HVR
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 12/16/2021
Issue date: 12/10/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.46
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -0.77
Time value: 0.05
Break-even: 57.39
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.60
Spread abs.: 0.02
Spread %: 41.67%
Delta: 0.12
Theta: -0.01
Omega: 11.95
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month
  -47.92%
3 Months
  -92.65%
YTD
  -94.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.003
1M High / 1M Low: 0.040 0.003
6M High / 6M Low: 0.970 0.003
High (YTD): 5/18/2021 0.970
Low (YTD): 10/12/2021 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   4,058.01%
Volatility 6M:   1,616.54%
Volatility 1Y:   -
Volatility 3Y:   -