Citi Call 120 AWK 16.01.2025
/ DE000KJ0EGX7
Citi Call 120 AWK 16.01.2025/ DE000KJ0EGX7 /
| 8/14/2024 9:13:29 AM |
Chg.-0.14 |
Bid7:04:57 PM |
Ask7:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-5.74% |
2.45
Bid Size: 15,000 |
-
Ask Size: - |
American Water Works |
120.00 USD |
1/16/2025 |
Call |
Master data
| WKN: |
KJ0EGX |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/16/2025 |
| Issue date: |
10/4/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
1.95 |
| Time value: |
0.44 |
| Break-even: |
133.03 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
4.46 |
| Rho: |
0.35 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.45% |
| 1 Month |
|
|
+19.17% |
| 3 Months |
|
|
+16.75% |
| YTD |
|
|
+6.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.63 |
2.42 |
| 1M High / 1M Low: |
2.63 |
1.95 |
| 6M High / 6M Low: |
2.63 |
0.90 |
| High (YTD): |
8/9/2024 |
2.63 |
| Low (YTD): |
4/17/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.11% |
| Volatility 6M: |
|
111.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
