Citi Call 140 6MK 16.01.2025
/ DE000KH766W0
Citi Call 140 6MK 16.01.2025/ DE000KH766W0 /
| 7/17/2024 9:15:42 AM |
Chg.-0.090 |
Bid4:03:39 PM |
Ask4:03:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-30.00% |
0.240
Bid Size: 100,000 |
-
Ask Size: - |
MERCK CO. D... |
140.00 - |
1/16/2025 |
Call |
Master data
| WKN: |
KH766W |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
1/16/2025 |
| Issue date: |
7/19/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
-2.49 |
| Time value: |
0.27 |
| Break-even: |
142.70 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
9.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-51.16% |
| YTD |
|
|
+75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.560 |
0.260 |
| 6M High / 6M Low: |
0.680 |
0.260 |
| High (YTD): |
3/28/2024 |
0.680 |
| Low (YTD): |
1/2/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
787.402 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.74% |
| Volatility 6M: |
|
171.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
