Citi Call 145 CVX 15.01.2026
/ DE000KJ2HWH6
Citi Call 145 CVX 15.01.2026/ DE000KJ2HWH6 /
| 11/11/2024 12:28:37 |
Chg.- |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
15/01/2026 |
Call |
Master data
| WKN: |
KJ2HWH |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
15/01/2026 |
| Issue date: |
06/12/2023 |
| Last trading day: |
12/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.97 |
| Time value: |
1.05 |
| Break-even: |
156.78 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
5.27 |
| Rho: |
1.01 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.19% |
| 1 Month |
|
|
+20.96% |
| 3 Months |
|
|
+41.26% |
| YTD |
|
|
-4.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.98 |
| 1M High / 1M Low: |
2.02 |
1.50 |
| 6M High / 6M Low: |
2.95 |
1.08 |
| High (YTD): |
30/04/2024 |
3.05 |
| Low (YTD): |
11/09/2024 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.26% |
| Volatility 6M: |
|
100.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
