Citi Call 105 AEP 16.01.2025
/ DE000KH0L4Z4
Citi Call 105 AEP 16.01.2025/ DE000KH0L4Z4 /
2024-09-30 7:36:31 PM |
Chg.+0.030 |
Bid9:50:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+9.38% |
- Bid Size: - |
- Ask Size: - |
American Electric Po... |
105.00 - |
2025-01-16 |
Call |
Master data
WKN: |
KH0L4Z |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
American Electric Power Company Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
2025-01-16 |
Issue date: |
2022-11-28 |
Last trading day: |
2025-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
63.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.17 |
Parity: |
-1.61 |
Time value: |
0.14 |
Break-even: |
106.40 |
Moneyness: |
0.85 |
Premium: |
0.20 |
Premium p.a.: |
0.96 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.19 |
Theta: |
-0.02 |
Omega: |
11.99 |
Rho: |
0.04 |
Quote data
Open: |
0.310 |
High: |
0.360 |
Low: |
0.310 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-18.60% |
3 Months |
|
|
+386.11% |
YTD |
|
|
+337.50% |
1 Year |
|
|
+337.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.510 |
0.290 |
6M High / 6M Low: |
0.510 |
0.035 |
High (YTD): |
2024-09-16 |
0.510 |
Low (YTD): |
2024-02-08 |
0.016 |
52W High: |
2024-09-16 |
0.510 |
52W Low: |
2024-02-08 |
0.016 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.386 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.189 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.133 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.56% |
Volatility 6M: |
|
266.45% |
Volatility 1Y: |
|
274.55% |
Volatility 3Y: |
|
- |