Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

EUWAX
12/13/2019  9:25:28 AM Chg.-0.09 Bid5:57:47 PM Ask5:57:47 PM Underlying Strike price Expiration date Option type
1.07EUR -7.76% 1.08
Bid Size: 11,000
1.15
Ask Size: 11,000
HEINEKEN EO... 90.00 EUR 12/16/2021 Call

Master data

WKN: KA27AV
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.11
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.66
Historic volatility: 0.17
Parity: 0.33
Time value: 0.82
Break-even: 101.50
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 6.09%
Delta: 0.31
Theta: 0.00
Omega: 2.53
Rho: 0.35
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.31%
1 Month     0.00%
3 Months
  -24.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.22 1.07
1M High / 1M Low: 1.22 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -