Citi Call 135 YUM 19.09.2024
/ DE000KH9R930
Citi Call 135 YUM 19.09.2024/ DE000KH9R930 /
| 08/08/2024 09:14:04 |
Chg.-0.060 |
Bid22:00:04 |
Ask22:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-10.71% |
-
Bid Size: - |
-
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: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.40 |
| Break-even: |
128.84 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
13.73 |
| Rho: |
0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+108.33% |
| 3 Months |
|
|
-31.51% |
| YTD |
|
|
-35.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.340 |
| 1M High / 1M Low: |
0.560 |
0.130 |
| 6M High / 6M Low: |
1.210 |
0.130 |
| High (YTD): |
30/04/2024 |
1.210 |
| Low (YTD): |
25/07/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.56% |
| Volatility 6M: |
|
215.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
