Citi Call 80 HNK1 19.03.2020/  DE000CP5EY83  /

EUWAX
12/5/2019  9:12:14 AM Chg.+0.05 Bid6:00:29 PM Ask6:00:29 PM Underlying Strike price Expiration date Option type
1.46EUR +3.55% 1.40
Bid Size: 11,000
1.68
Ask Size: 11,000
HEINEKEN EO... 80.00 EUR 3/19/2020 Call

Master data

WKN: CP5EY8
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 3/19/2020
Issue date: 1/16/2019
Last trading day: 3/18/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.54
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 1.42
Implied volatility: 0.78
Historic volatility: 0.18
Parity: 1.42
Time value: 0.28
Break-even: 97.00
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.28
Spread %: 16.47%
Delta: 0.61
Theta: -0.02
Omega: 3.41
Rho: 0.12
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.39%
1 Month  
+29.20%
3 Months
  -26.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.45 1.40
1M High / 1M Low: 1.45 1.10
6M High / 6M Low: 2.25 1.10
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.31
Avg. volume 1M:   0.00
Avg. price 6M:   1.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   60.35%
Volatility 6M:   84.80%
Volatility 1Y:   -
Volatility 3Y:   -