Citi Call 140 CVX 16.01.2025
/ DE000KH75KL7
Citi Call 140 CVX 16.01.2025/ DE000KH75KL7 /
| 6/28/2024 9:13:32 AM |
Chg.+0.05 |
Bid1:30:32 PM |
Ask1:30:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+2.56% |
2.02
Bid Size: 30,000 |
-
Ask Size: - |
Chevron Corporation |
140.00 USD |
1/16/2025 |
Call |
Master data
| WKN: |
KH75KL |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/16/2025 |
| Issue date: |
7/18/2023 |
| Last trading day: |
1/15/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
1.52 |
| Time value: |
0.43 |
| Break-even: |
150.25 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.51% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
6.35 |
| Rho: |
0.58 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.83% |
| 3 Months |
|
|
-5.66% |
| YTD |
|
|
+5.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.89 |
| 1M High / 1M Low: |
2.45 |
1.72 |
| 6M High / 6M Low: |
2.83 |
1.39 |
| High (YTD): |
4/29/2024 |
2.83 |
| Low (YTD): |
1/23/2024 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.91% |
| Volatility 6M: |
|
91.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
