Citi Call 105 AEP 16.01.2025
/ DE000KH0L4Z4
Citi Call 105 AEP 16.01.2025/ DE000KH0L4Z4 /
2024-09-06 9:02:58 AM |
Chg.+0.040 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+10.26% |
- 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: |
21.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
-1.29 |
Time value: |
0.42 |
Break-even: |
109.20 |
Moneyness: |
0.88 |
Premium: |
0.19 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.34 |
Theta: |
-0.03 |
Omega: |
7.46 |
Rho: |
0.10 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+59.26% |
1 Month |
|
|
+30.30% |
3 Months |
|
|
+330.00% |
YTD |
|
|
+377.78% |
1 Year |
|
|
+258.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.270 |
1M High / 1M Low: |
0.430 |
0.200 |
6M High / 6M Low: |
0.430 |
0.023 |
High (YTD): |
2024-09-06 |
0.430 |
Low (YTD): |
2024-02-09 |
0.019 |
52W High: |
2024-09-06 |
0.430 |
52W Low: |
2024-02-09 |
0.019 |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.275 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.135 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.110 |
Avg. volume 1Y: |
|
27.451 |
Volatility 1M: |
|
206.21% |
Volatility 6M: |
|
323.46% |
Volatility 1Y: |
|
304.53% |
Volatility 3Y: |
|
- |