Citi Call 80 HNK1 19.03.2020
/ DE000CP5EY83
Citi Call 80 HNK1 19.03.2020/ DE000CP5EY83 /
| 12/12/2019 7:29:46 PM |
Chg.-0.170 |
Bid7:40:42 PM |
Ask7:40:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-11.26% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.17 |
| Parity: |
1.52 |
| Time value: |
0.27 |
| Break-even: |
97.90 |
| Moneyness: |
1.19 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.28 |
| Spread %: |
15.64% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.36 |
| Rho: |
0.11 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.340 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
COA RC |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
+11.67% |
| 3 Months |
|
|
-27.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.400 |
| 1M High / 1M Low: |
1.560 |
1.200 |
| 6M High / 6M Low: |
2.270 |
1.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.85% |
| Volatility 6M: |
|
84.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
