Citi Call 140 CVX 16.01.2025
/ DE000KH75KL7
Citi Call 140 CVX 16.01.2025/ DE000KH75KL7 /
| 2024-07-08 10:11:52 AM |
Chg.+0.020 |
Bid10:15:05 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
+1.15% |
1.740
Bid Size: 18,700 |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
2025-01-16 |
Call |
Master data
| WKN: |
KH75KL |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-16 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2025-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.32 |
| Time value: |
0.41 |
| Break-even: |
146.62 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.90 |
| Rho: |
0.54 |
Quote data
| Open: |
1.720 |
| High: |
1.760 |
| Low: |
1.720 |
| Previous Close: |
1.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-14.15% |
| 3 Months |
|
|
-29.60% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.740 |
| 1M High / 1M Low: |
2.150 |
1.740 |
| 6M High / 6M Low: |
2.880 |
1.390 |
| High (YTD): |
2024-04-29 |
2.880 |
| Low (YTD): |
2024-01-23 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.914 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.086 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.63% |
| Volatility 6M: |
|
86.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
