Citi Call 80 HNK1 17.06.2021/  DE000KB05S67  /

EUWAX
10/28/2020  9:12:24 AM Chg.-0.130 Bid9:37:06 PM Ask9:37:06 PM Underlying Strike price Expiration date Option type
0.500EUR -20.63% 0.440
Bid Size: 5,000
0.510
Ask Size: 5,000
HEINEKEN EO... 80.00 - 6/17/2021 Call

Master data

WKN: KB05S6
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/17/2021
Issue date: 3/23/2020
Last trading day: 6/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.70
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.28
Parity: 0.00
Time value: 0.63
Break-even: 86.30
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.07
Spread %: 11.11%
Delta: 0.32
Theta: 0.00
Omega: 4.05
Rho: 0.12
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month  
+19.05%
3 Months
  -43.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.480
1M High / 1M Low: 0.670 0.380
6M High / 6M Low: 1.220 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.564
Avg. volume 1W:   0.000
Avg. price 1M:   0.532
Avg. volume 1M:   0.000
Avg. price 6M:   0.720
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.34%
Volatility 6M:   146.90%
Volatility 1Y:   -
Volatility 3Y:   -