Citi Call 80 HNK1 17.12.2020/  DE000CP58AU5  /

EUWAX
12/9/2019  9:20:29 AM Chg.+0.13 Bid9:30:48 PM Ask9:30:48 PM Underlying Strike price Expiration date Option type
1.70EUR +8.28% 1.67
Bid Size: 11,000
1.81
Ask Size: 11,000
HEINEKEN EO... 80.00 EUR 12/17/2020 Call

Master data

WKN: CP58AU
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/17/2020
Issue date: 2/11/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.20
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.73
Historic volatility: 0.18
Parity: 1.57
Time value: 0.27
Break-even: 98.40
Moneyness: 1.20
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.14
Spread %: 7.61%
Delta: 0.49
Theta: 0.00
Omega: 2.55
Rho: 0.29
 

Quote data

Open: 1.70
High: 1.70
Low: 1.70
Previous Close: 1.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.94%
1 Month  
+25.93%
3 Months
  -3.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.62 1.53
1M High / 1M Low: 1.62 1.38
6M High / 6M Low: 2.31 1.27
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.58
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.39%
Volatility 6M:   74.80%
Volatility 1Y:   -
Volatility 3Y:   -