Citi Call 145 CVX 15.01.2026
/ DE000KJ2HWH6
Citi Call 145 CVX 15.01.2026/ DE000KJ2HWH6 /
| 8/2/2024 7:34:49 PM |
Chg.-0.360 |
Bid9:59:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-18.09% |
1.680
Bid Size: 3,700 |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
1/15/2026 |
Call |
Master data
| WKN: |
KJ2HWH |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
1/15/2026 |
| Issue date: |
12/6/2023 |
| Last trading day: |
1/14/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.33 |
| Time value: |
1.30 |
| Break-even: |
149.19 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.05 |
| Spread %: |
-2.98% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
5.72 |
| Rho: |
1.12 |
Quote data
| Open: |
1.960 |
| High: |
1.980 |
| Low: |
1.630 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.82% |
| 1 Month |
|
|
-26.91% |
| 3 Months |
|
|
-35.83% |
| YTD |
|
|
-23.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
1.630 |
| 1M High / 1M Low: |
2.610 |
1.630 |
| 6M High / 6M Low: |
3.110 |
1.630 |
| High (YTD): |
4/29/2024 |
3.110 |
| Low (YTD): |
8/2/2024 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.84% |
| Volatility 6M: |
|
81.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
