Citi Call 135 YUM 19.09.2024
/ DE000KH9R930
Citi Call 135 YUM 19.09.2024/ DE000KH9R930 /
| 17/07/2024 09:15:07 |
Chg.0.000 |
Bid16:54:47 |
Ask16:54:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
0.00% |
0.250
Bid Size: 75,000 |
-
Ask Size: - |
Yum Brands Inc |
135.00 USD |
19/09/2024 |
Call |
Master data
| WKN: |
KH9R93 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Yum Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
19/09/2024 |
| Issue date: |
13/09/2023 |
| Last trading day: |
18/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.14 |
| Parity: |
-0.56 |
| Time value: |
0.23 |
| Break-even: |
126.13 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
17.66 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-79.59% |
| YTD |
|
|
-74.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.170 |
| 1M High / 1M Low: |
0.720 |
0.170 |
| 6M High / 6M Low: |
1.210 |
0.170 |
| High (YTD): |
30/04/2024 |
1.210 |
| Low (YTD): |
10/07/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.780 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.32% |
| Volatility 6M: |
|
177.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
