Citi Call 80 HNK1 17.12.2020/  DE000CP58AU5  /

Frankfurt Zert./CITI
12/16/2019  1:21:42 PM Chg.+0.070 Bid12/16/2019 Ask12/16/2019 Underlying Strike price Expiration date Option type
1.580EUR +4.64% 1.580
Bid Size: 50,000
1.600
Ask Size: 50,000
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: 5.65
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 0.72
Historic volatility: 0.17
Parity: 1.33
Time value: 0.32
Break-even: 96.50
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.14
Spread %: 8.48%
Delta: 0.47
Theta: 0.00
Omega: 2.64
Rho: 0.27
 

Quote data

Open: 1.540
High: 1.580
Low: 1.540
Previous Close: 1.510
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week
  -5.39%
1 Month  
+7.48%
3 Months
  -12.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.670 1.510
1M High / 1M Low: 1.710 1.470
6M High / 6M Low: 2.330 1.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.598
Avg. volume 1W:   0.000
Avg. price 1M:   1.565
Avg. volume 1M:   0.000
Avg. price 6M:   1.772
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.06%
Volatility 6M:   73.79%
Volatility 1Y:   -
Volatility 3Y:   -