Citi Call 90 HNK1 18.06.2020/  DE000CP5EZD0  /

EUWAX
1/27/2020  9:11:16 AM Chg.-0.11 Bid5:12:50 PM Ask5:12:50 PM Underlying Strike price Expiration date Option type
1.02EUR -9.73% 0.99
Bid Size: 55,000
1.00
Ask Size: 55,000
HEINEKEN EO... 90.00 EUR 6/18/2020 Call

Master data

WKN: CP5EZD
Issuer: Citi
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/18/2020
Issue date: 1/16/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.05
Implied volatility: 0.61
Historic volatility: 0.17
Parity: 1.05
Time value: 0.21
Break-even: 102.60
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.14
Spread %: 11.11%
Delta: 0.51
Theta: -0.01
Omega: 4.05
Rho: 0.15
 

Quote data

Open: 1.02
High: 1.02
Low: 1.02
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month  
+29.11%
3 Months  
+37.84%
YTD  
+22.89%
1 Year  
+385.71%
3 Years     -
5 Years     -
1W High / 1W Low: 1.38 1.08
1M High / 1M Low: 1.38 0.75
6M High / 6M Low: 1.38 0.51
High (YTD): 1/20/2020 1.38
Low (YTD): 1/3/2020 0.75
52W High: 7/26/2019 1.47
52W Low: 1/28/2019 0.18
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.00
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   0.90
Avg. volume 1Y:   0.00
Volatility 1M:   157.52%
Volatility 6M:   123.51%
Volatility 1Y:   116.34%
Volatility 3Y:   -