Citi Call 105 AEP 16.01.2025
/ DE000KH0L4Z4
Citi Call 105 AEP 16.01.2025/ DE000KH0L4Z4 /
05/09/2024 19:40:08 |
Chg.+0.040 |
Bid09:00:00 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
+10.53% |
0.430 Bid Size: 3,000 |
- Ask Size: - |
American Electric Po... |
105.00 - |
16/01/2025 |
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: |
16/01/2025 |
Issue date: |
28/11/2022 |
Last trading day: |
15/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.18 |
Parity: |
-1.26 |
Time value: |
0.41 |
Break-even: |
109.10 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.58 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.34 |
Theta: |
-0.03 |
Omega: |
7.68 |
Rho: |
0.10 |
Quote data
Open: |
0.400 |
High: |
0.420 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+44.83% |
1 Month |
|
|
+27.27% |
3 Months |
|
|
+250.00% |
YTD |
|
|
+425.00% |
1 Year |
|
|
+281.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.290 |
1M High / 1M Low: |
0.420 |
0.210 |
6M High / 6M Low: |
0.420 |
0.035 |
High (YTD): |
05/09/2024 |
0.420 |
Low (YTD): |
08/02/2024 |
0.016 |
52W High: |
05/09/2024 |
0.420 |
52W Low: |
08/02/2024 |
0.016 |
Avg. price 1W: |
|
0.346 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.141 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.114 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.60% |
Volatility 6M: |
|
264.59% |
Volatility 1Y: |
|
276.27% |
Volatility 3Y: |
|
- |