Citi Call 80 HNK1 17.12.2020/  DE000CP58AU5  /

Frankfurt Zert./CITI
12/6/2019  7:26:01 PM Chg.+0.160 Bid7:47:23 PM Ask7:47:23 PM Underlying Strike price Expiration date Option type
1.710EUR +10.32% 1.700
Bid Size: 10,000
1.840
Ask Size: 10,000
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: 5.63
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.69
Historic volatility: 0.18
Parity: 1.57
Time value: 0.13
Break-even: 97.00
Moneyness: 1.20
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.14
Spread %: 8.24%
Delta: 0.48
Theta: 0.00
Omega: 2.68
Rho: 0.29
 

Quote data

Open: 1.560
High: 1.710
Low: 1.560
Previous Close: 1.550
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+9.62%
1 Month  
+30.53%
3 Months
  -13.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.580 1.530
1M High / 1M Low: 1.600 1.310
6M High / 6M Low: 2.330 1.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.556
Avg. volume 1W:   0.000
Avg. price 1M:   1.489
Avg. volume 1M:   0.000
Avg. price 6M:   1.788
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.08%
Volatility 6M:   72.05%
Volatility 1Y:   -
Volatility 3Y:   -