Citi Call 145 FI 16.01.2025
/ DE000KH75SV9
Citi Call 145 FI 16.01.2025/ DE000KH75SV9 /
9/10/2024 11:14:52 AM |
Chg.-0.120 |
Bid11:39:11 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.750EUR |
-4.18% |
2.780 Bid Size: 15,000 |
- Ask Size: - |
Fiserv |
145.00 USD |
1/16/2025 |
Call |
Master data
WKN: |
KH75SV |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 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: |
5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.66 |
Intrinsic value: |
2.49 |
Implied volatility: |
0.31 |
Historic volatility: |
0.15 |
Parity: |
2.49 |
Time value: |
0.38 |
Break-even: |
160.09 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
1.06% |
Delta: |
0.86 |
Theta: |
-0.04 |
Omega: |
4.69 |
Rho: |
0.37 |
Quote data
Open: |
2.750 |
High: |
2.810 |
Low: |
2.750 |
Previous Close: |
2.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.94% |
1 Month |
|
|
+33.50% |
3 Months |
|
|
+99.28% |
YTD |
|
|
+212.50% |
1 Year |
|
|
+292.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.020 |
2.660 |
1M High / 1M Low: |
3.020 |
2.030 |
6M High / 6M Low: |
3.020 |
1.150 |
High (YTD): |
9/3/2024 |
3.020 |
Low (YTD): |
1/3/2024 |
0.830 |
52W High: |
9/3/2024 |
3.020 |
52W Low: |
10/23/2023 |
0.340 |
Avg. price 1W: |
|
2.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.870 |
Avg. volume 6M: |
|
7.344 |
Avg. price 1Y: |
|
1.394 |
Avg. volume 1Y: |
|
17.294 |
Volatility 1M: |
|
63.22% |
Volatility 6M: |
|
100.10% |
Volatility 1Y: |
|
104.25% |
Volatility 3Y: |
|
- |