Citi Call 85 HNK1 19.12.2019/  DE000CQ3J244  /

EUWAX
12/13/2019  9:20:01 AM Chg.-0.150 Bid9:54:53 PM Ask7:19:35 PM Underlying Strike price Expiration date Option type
0.800EUR -15.79% 0.810
Bid Size: 11,000
1.090
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: 8.56
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.83
Implied volatility: 1.51
Historic volatility: 0.17
Parity: 0.83
Time value: 0.26
Break-even: 95.90
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 6.67
Spread abs.: 0.28
Spread %: 25.69%
Delta: 0.72
Theta: -0.49
Omega: 6.14
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+2.56%
3 Months
  -37.50%
YTD  
+175.86%
1 Year  
+90.48%
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.800
1M High / 1M Low: 1.010 0.730
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:   0.940
Avg. volume 1W:   0.000
Avg. price 1M:   0.862
Avg. volume 1M:   0.000
Avg. price 6M:   1.152
Avg. volume 6M:   0.000
Avg. price 1Y:   0.984
Avg. volume 1Y:   0.000
Volatility 1M:   126.18%
Volatility 6M:   125.02%
Volatility 1Y:   121.54%
Volatility 3Y:   -