Citi Call 140 6MK 16.01.2025/  DE000KH766W0  /

Frankfurt Zert./CITI
2024-07-26  7:27:55 PM Chg.-0.030 Bid9:59:41 PM Ask- Underlying Strike price Expiration date Option type
0.270EUR -10.00% 0.270
Bid Size: 5,000
-
Ask Size: -
MERCK CO. D... 140.00 - 2025-01-16 Call
 

Master data

WKN: KH766W
Issuer: Citi
Currency: EUR
Underlying: MERCK CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-16
Issue date: 2023-07-19
Last trading day: 2025-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.99
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.16
Parity: -2.40
Time value: 0.29
Break-even: 142.90
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.23
Theta: -0.02
Omega: 9.25
Rho: 0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -50.91%
3 Months
  -57.14%
YTD  
+145.45%
1 Year  
+8.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.230
1M High / 1M Low: 0.550 0.210
6M High / 6M Low: 0.670 0.210
High (YTD): 2024-03-28 0.670
Low (YTD): 2024-01-02 0.180
52W High: 2024-03-28 0.670
52W Low: 2023-11-23 0.010
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.305
Avg. volume 1Y:   0.000
Volatility 1M:   227.86%
Volatility 6M:   185.82%
Volatility 1Y:   272.95%
Volatility 3Y:   -