Citi Call 130 AWC 16.01.2025
/ DE000KJ0EGY5
Citi Call 130 AWC 16.01.2025/ DE000KJ0EGY5 /
| 15/07/2024 19:25:12 |
Chg.-0.220 |
Bid21:58:35 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
-13.75% |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN WATER WKS D... |
130.00 - |
16/01/2025 |
Call |
Master data
| WKN: |
KJ0EGY |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
AMERICAN WATER WKS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
16/01/2025 |
| Issue date: |
04/10/2023 |
| Last trading day: |
16/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
1.49 |
| Break-even: |
145.40 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.22 |
| Spread %: |
16.67% |
| Delta: |
0.58 |
| Theta: |
-0.05 |
| Omega: |
4.96 |
| Rho: |
0.29 |
Quote data
| Open: |
1.530 |
| High: |
1.560 |
| Low: |
1.370 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+66.27% |
| YTD |
|
|
-12.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.600 |
0.870 |
| 6M High / 6M Low: |
1.600 |
0.550 |
| High (YTD): |
03/01/2024 |
1.670 |
| Low (YTD): |
16/04/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.944 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.99% |
| Volatility 6M: |
|
132.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
