Citi Call 80 HNK1 19.03.2020/  DE000CP5EY83  /

Frankfurt Zert./CITI
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:   -