Citi Call 100 5UR 16.01.2025
/ DE000KH24WB1
Citi Call 100 5UR 16.01.2025/ DE000KH24WB1 /
| 2024-09-10 9:12:04 AM |
Chg.+0.16 |
Bid9:29:42 AM |
Ask9:29:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+8.51% |
2.05
Bid Size: 7,500 |
-
Ask Size: - |
RTX CORP. ... |
100.00 - |
2025-01-16 |
Call |
Master data
| WKN: |
KH24WB |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-02-01 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.17 |
| Parity: |
0.98 |
| Time value: |
1.09 |
| Break-even: |
120.70 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.62 |
| Rho: |
0.19 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.52% |
| 1 Month |
|
|
+27.50% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+558.06% |
| 1 Year |
|
|
+436.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.87 |
| 1M High / 1M Low: |
2.23 |
1.64 |
| 6M High / 6M Low: |
2.23 |
0.38 |
| High (YTD): |
2024-09-03 |
2.23 |
| Low (YTD): |
2024-01-22 |
0.30 |
| 52W High: |
2024-09-03 |
2.23 |
| 52W Low: |
2023-10-05 |
0.12 |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
75.34% |
| Volatility 6M: |
|
153.33% |
| Volatility 1Y: |
|
158.92% |
| Volatility 3Y: |
|
- |
