Citi Call 90 HNK1 17.12.2020/  DE000CP58AV3  /

EUWAX
1/17/2020  5:03:21 PM Chg.+0.24 Bid9:50:07 PM Ask9:50:07 PM Underlying Strike price Expiration date Option type
1.53EUR +18.60% 1.53
Bid Size: 5,500
1.67
Ask Size: 5,500
HEINEKEN EO... 90.00 EUR 12/17/2020 Call

Master data

WKN: CP58AV
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/17/2020
Issue date: 2/11/2019
Last trading day: 12/16/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.37
Implied volatility: 0.64
Historic volatility: 0.16
Parity: 1.37
Time value: 0.14
Break-even: 105.00
Moneyness: 1.15
Premium: 0.01
Premium p.a.: 0.01
Spread abs.: 0.14
Spread %: 9.33%
Delta: 0.44
Theta: 0.00
Omega: 3.02
Rho: 0.28
 

Quote data

Open: 1.48
High: 1.53
Low: 1.48
Previous Close: 1.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.40%
1 Month  
+68.13%
3 Months  
+26.45%
YTD  
+56.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.53 1.06
1M High / 1M Low: 1.53 0.87
6M High / 6M Low: 1.54 0.67
High (YTD): 1/17/2020 1.53
Low (YTD): 1/3/2020 0.93
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   1.04
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.36%
Volatility 6M:   109.88%
Volatility 1Y:   -
Volatility 3Y:   -