Citi Call 90 HNK1 16.12.2021/  DE000KA27AV3  /

Frankfurt Zert./CITI
12/11/2019  6:12:33 PM Chg.0.000 Bid12/11/2019 Ask12/11/2019 Underlying Strike price Expiration date Option type
1.180EUR 0.00% 1.180
Bid Size: 10,000
1.250
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: 7.66
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.50
Implied volatility: 0.66
Historic volatility: 0.17
Parity: 0.50
Time value: 0.74
Break-even: 102.40
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 5.65%
Delta: 0.33
Theta: 0.00
Omega: 2.50
Rho: 0.38
 

Quote data

Open: 1.180
High: 1.180
Low: 1.150
Previous Close: 1.180
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+3.51%
1 Month  
+16.83%
3 Months
  -13.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 1.120
1M High / 1M Low: 1.230 1.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.174
Avg. volume 1W:   0.000
Avg. price 1M:   1.110
Avg. volume 1M:   40.909
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -