Citi Call 145 FI 19.12.2024
/ DE000KH74B66
Citi Call 145 FI 19.12.2024/ DE000KH74B66 /
| 9/11/2024 12:10:31 PM |
Chg.-0.070 |
Bid12:32:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
-2.55% |
2.670
Bid Size: 30,000 |
-
Ask Size: - |
Fiserv |
145.00 USD |
12/19/2024 |
Call |
Master data
| WKN: |
KH74B6 |
| Issuer: |
Citi |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
12/19/2024 |
| Issue date: |
7/17/2023 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
2.49 |
| Time value: |
0.25 |
| Break-even: |
158.98 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.36% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
5.11 |
| Rho: |
0.31 |
Quote data
| Open: |
2.640 |
| High: |
2.690 |
| Low: |
2.630 |
| Previous Close: |
2.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.98% |
| 1 Month |
|
|
+35.53% |
| 3 Months |
|
|
+117.07% |
| YTD |
|
|
+217.86% |
| 1 Year |
|
|
+323.81% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.810 |
2.580 |
| 1M High / 1M Low: |
2.960 |
1.940 |
| 6M High / 6M Low: |
2.960 |
1.060 |
| High (YTD): |
9/3/2024 |
2.960 |
| Low (YTD): |
1/3/2024 |
0.770 |
| 52W High: |
9/3/2024 |
2.960 |
| 52W Low: |
10/23/2023 |
0.300 |
| Avg. price 1W: |
|
2.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.327 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
64.64% |
| Volatility 6M: |
|
104.20% |
| Volatility 1Y: |
|
109.04% |
| Volatility 3Y: |
|
- |
