Citi Call 145 CVX 15.01.2026
/ DE000KJ2HWH6
Citi Call 145 CVX 15.01.2026/ DE000KJ2HWH6 /
| 2024-07-31 9:15:24 AM |
Chg.+0.23 |
Bid5:48:37 PM |
Ask5:48:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+10.65% |
2.44
Bid Size: 75,000 |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
2026-01-15 |
Call |
Master data
| WKN: |
KJ2HWH |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2026-01-15 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2026-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
1.35 |
| Time value: |
1.02 |
| Break-even: |
157.76 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
5.02 |
| Rho: |
1.39 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.32% |
| 1 Month |
|
|
+3.91% |
| 3 Months |
|
|
-21.64% |
| YTD |
|
|
+12.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.26 |
1.97 |
| 1M High / 1M Low: |
2.53 |
1.97 |
| 6M High / 6M Low: |
3.05 |
1.92 |
| High (YTD): |
2024-04-30 |
3.05 |
| Low (YTD): |
2024-01-23 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.90% |
| Volatility 6M: |
|
75.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
