Citi Call 140 6MK 16.01.2025
/ DE000KH766W0
Citi Call 140 6MK 16.01.2025/ DE000KH766W0 /
| 28/06/2024 19:25:00 |
Chg.0.000 |
Bid21:59:40 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
MERCK CO. D... |
140.00 - |
16/01/2025 |
Call |
Master data
| WKN: |
KH766W |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
MERCK CO. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
16/01/2025 |
| Issue date: |
19/07/2023 |
| Last trading day: |
15/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
-2.44 |
| Time value: |
0.40 |
| Break-even: |
144.00 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.13 |
| Spread %: |
48.15% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
7.80 |
| Rho: |
0.15 |
Quote data
| Open: |
0.450 |
| High: |
0.490 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-40.30% |
| YTD |
|
|
+263.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.400 |
| 1M High / 1M Low: |
0.570 |
0.330 |
| 6M High / 6M Low: |
0.670 |
0.180 |
| High (YTD): |
28/03/2024 |
0.670 |
| Low (YTD): |
02/01/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.37% |
| Volatility 6M: |
|
181.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
