Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

Frankfurt Zert./CITI
12/2/2020  7:25:22 PM Chg.+0.060 Bid12/2/2020 Ask12/2/2020 Underlying Strike price Expiration date Option type
0.750EUR +8.70% 0.750
Bid Size: 5,000
0.820
Ask Size: 5,000
HEINEKEN EO... 90.00 - 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 -
Maturity: 12/16/2021
Issue date: 8/15/2019
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.78
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.31
Parity: -0.05
Time value: 0.76
Break-even: 97.60
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 9.21%
Delta: 0.28
Theta: 0.00
Omega: 3.35
Rho: 0.19
 

Quote data

Open: 0.800
High: 0.880
Low: 0.750
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+226.09%
3 Months  
+141.94%
YTD
  -38.52%
1 Year
  -31.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.660
1M High / 1M Low: 0.930 0.230
6M High / 6M Low: 0.930 0.210
High (YTD): 2/19/2020 1.780
Low (YTD): 9/25/2020 0.210
52W High: 2/19/2020 1.780
52W Low: 9/25/2020 0.210
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.659
Avg. volume 1M:   0.000
Avg. price 6M:   0.478
Avg. volume 6M:   7.634
Avg. price 1Y:   0.671
Avg. volume 1Y:   3.968
Volatility 1M:   381.04%
Volatility 6M:   213.45%
Volatility 1Y:   199.83%
Volatility 3Y:   -