Citi Call 85 HNK1 19.12.2019/  DE000CQ3J244  /

EUWAX
12/6/2019  9:13:34 AM Chg.-0.050 Bid9:51:12 PM Ask9:51:12 PM Underlying Strike price Expiration date Option type
0.880EUR -5.38% 1.020
Bid Size: 11,000
1.370
Ask Size: 11,000
HEINEKEN EO... 85.00 EUR 12/19/2019 Call

Master data

WKN: CQ3J24
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 12/19/2019
Issue date: 1/12/2018
Last trading day: 12/18/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.98
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 1.24
Historic volatility: 0.18
Parity: 1.07
Time value: 0.30
Break-even: 98.70
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 1.57
Spread abs.: 0.35
Spread %: 25.55%
Delta: 0.72
Theta: -0.24
Omega: 5.00
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.53%
1 Month  
+51.72%
3 Months
  -35.29%
YTD  
+203.45%
1 Year  
+158.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.930 0.860
1M High / 1M Low: 0.930 0.580
6M High / 6M Low: 1.770 0.570
High (YTD): 7/26/2019 1.770
Low (YTD): 1/28/2019 0.180
52W High: 7/26/2019 1.770
52W Low: 1/28/2019 0.180
Avg. price 1W:   0.892
Avg. volume 1W:   0.000
Avg. price 1M:   0.796
Avg. volume 1M:   0.000
Avg. price 6M:   1.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.972
Avg. volume 1Y:   0.000
Volatility 1M:   107.40%
Volatility 6M:   121.82%
Volatility 1Y:   121.39%
Volatility 3Y:   -