Citi Call 95 SQU 16.12.2021/  DE000KE1TRC9  /

EUWAX
10/15/2021  9:04:34 AM Chg.-0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.150EUR -11.76% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 95.00 EUR 12/16/2021 Call

Master data

WKN: KE1TRC
Issuer: Citi
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/16/2021
Issue date: 12/17/2020
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.41
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.30
Parity: -0.55
Time value: 0.26
Break-even: 97.60
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.67
Spread abs.: 0.10
Spread %: 38.46%
Delta: 0.26
Theta: -0.02
Omega: 8.88
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.31%
1 Month
  -25.00%
3 Months
  -54.55%
YTD
  -68.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.150
1M High / 1M Low: 0.280 0.120
6M High / 6M Low: 0.820 0.120
High (YTD): 5/7/2021 0.820
Low (YTD): 9/20/2021 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.210
Avg. volume 1M:   0.000
Avg. price 6M:   0.434
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   381.82%
Volatility 6M:   198.69%
Volatility 1Y:   -
Volatility 3Y:   -