Citi Call 80 HNK1 19.03.2020/  DE000CP5EY83  /

Frankfurt Zert./CITI
12/12/2019  7:29:46 PM Chg.-0.170 Bid7:51:51 PM Ask7:51:51 PM Underlying Strike price Expiration date Option type
1.340EUR -11.26% -
Bid Size: -
-
Ask Size: -
HEINEKEN EO... 80.00 - 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 -
Maturity: 3/19/2020
Issue date: 1/16/2019
Last trading day: 12/13/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 1.35
Intrinsic value: 1.35
Implied volatility: 0.79
Historic volatility: 0.17
Parity: 1.35
Time value: 0.29
Break-even: 96.40
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.28
Spread %: 17.07%
Delta: 0.61
Theta: -0.02
Omega: 3.49
Rho: 0.11
 

Quote data

Open: 1.470
High: 1.470
Low: 1.340
Previous Close: 1.510
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -14.10%
1 Month  
+3.88%
3 Months
  -22.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.340
1M High / 1M Low: 1.560 1.290
6M High / 6M Low: 2.270 1.080
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.488
Avg. volume 1W:   0.000
Avg. price 1M:   1.397
Avg. volume 1M:   0.000
Avg. price 6M:   1.656
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.80%
Volatility 6M:   86.19%
Volatility 1Y:   -
Volatility 3Y:   -