Citi Call 80 HNK1 18.06.2020/  DE000CP5EZC2  /

EUWAX
12/13/2019  9:14:41 AM Chg.-0.15 Bid9:54:53 PM Ask9:54:53 PM Underlying Strike price Expiration date Option type
1.38EUR -9.80% 1.39
Bid Size: 11,000
1.67
Ask Size: 11,000
HEINEKEN EO... 80.00 EUR 6/18/2020 Call

Master data

WKN: CP5EZC
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/18/2020
Issue date: 1/16/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 0.75
Historic volatility: 0.17
Parity: 1.33
Time value: 0.35
Break-even: 96.80
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.28
Spread %: 16.67%
Delta: 0.54
Theta: -0.01
Omega: 3.02
Rho: 0.17
 

Quote data

Open: 1.38
High: 1.38
Low: 1.38
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.76%
1 Month  
+1.47%
3 Months
  -25.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.60 1.38
1M High / 1M Low: 1.60 1.34
6M High / 6M Low: 2.28 1.15
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.45
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.56%
Volatility 6M:   80.29%
Volatility 1Y:   -
Volatility 3Y:   -