Citi Call 80 HNK1 17.06.2021/  DE000KB05S67  /

Frankfurt Zert./CITI
10/22/2020  4:47:30 PM Chg.+0.080 Bid4:50:00 PM Ask4:50:00 PM Underlying Strike price Expiration date Option type
0.550EUR +17.02% 0.560
Bid Size: 50,000
0.570
Ask Size: 50,000
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: 14.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.28
Parity: -0.18
Time value: 0.54
Break-even: 85.40
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.15
Spread abs.: 0.07
Spread %: 12.96%
Delta: 0.29
Theta: 0.00
Omega: 4.20
Rho: 0.11
 

Quote data

Open: 0.490
High: 0.550
Low: 0.490
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.24%
1 Month  
+37.50%
3 Months
  -40.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.650 0.360
6M High / 6M Low: 1.240 0.360
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   0.707
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.04%
Volatility 6M:   154.01%
Volatility 1Y:   -
Volatility 3Y:   -