Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

Frankfurt Zert./CITI
12/6/2019  7:25:57 PM Chg.+0.110 Bid12/6/2019 Ask12/6/2019 Underlying Strike price Expiration date Option type
1.230EUR +9.82% 1.230
Bid Size: 10,000
1.300
Ask Size: 10,000
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: 7.83
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.39
Implied volatility: 0.66
Historic volatility: 0.17
Parity: 0.39
Time value: 0.81
Break-even: 102.00
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 5.83%
Delta: 0.32
Theta: 0.00
Omega: 2.51
Rho: 0.37
 

Quote data

Open: 1.130
High: 1.240
Low: 1.130
Previous Close: 1.120
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+9.82%
1 Month  
+28.13%
3 Months
  -13.99%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.140 1.100
1M High / 1M Low: 1.150 0.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.122
Avg. volume 1W:   0.000
Avg. price 1M:   1.079
Avg. volume 1M:   40.909
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -