Citi Call 90 HNK1 17.12.2020/  DE000CP58AV3  /

Frankfurt Zert./CITI
1/22/2020  11:48:01 AM Chg.0.000 Bid11:51:51 AM Ask11:51:51 AM Underlying Strike price Expiration date Option type
1.260EUR 0.00% 1.260
Bid Size: 50,000
1.270
Ask Size: 50,000
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: 7.62
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.63
Historic volatility: 0.17
Parity: 0.99
Time value: 0.32
Break-even: 103.10
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 5.34%
Delta: 0.41
Theta: 0.00
Omega: 3.14
Rho: 0.25
 

Quote data

Open: 1.290
High: 1.290
Low: 1.260
Previous Close: 1.260
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+0.80%
1 Month  
+29.90%
3 Months  
+11.50%
YTD  
+28.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.520 1.250
1M High / 1M Low: 1.520 0.960
6M High / 6M Low: 1.570 0.660
High (YTD): 1/17/2020 1.520
Low (YTD): 1/3/2020 0.960
52W High: - -
52W Low: - -
Avg. price 1W:   1.366
Avg. volume 1W:   0.000
Avg. price 1M:   1.145
Avg. volume 1M:   0.000
Avg. price 6M:   1.042
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.96%
Volatility 6M:   103.38%
Volatility 1Y:   -
Volatility 3Y:   -